New results for tails of probability distributions according to their asymptotic decay

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• 作者：Meitner Cadena^a ; ^{meitner.cadena@etu.upmc.fr" class="auth_mail" title="E-mail the corresponding author} ; ^{b00454799@essec.edu" class="auth_mail" title="E-mail the corresponding author} ; Marie Kratz^b ; ¹ ; ^{kratz@essec.edu" class="auth_mail" title="E-mail the corresponding author}
• 关键词：60F99 ; 60G70
• 刊名：Statistics & Probability Letters
• 出版年：2016
• 出版时间：February 2016
• 年：2016
• 卷：109
• 期：Complete
• 页码：178-183
• 全文大小：358 K

文摘

This paper provides new properties for tails of probability distributions belonging to a class defined according to the asymptotic decay of the tails. This class contains the one of regularly varying tails of distributions. The main results concern the relation between this larger class and the maximum domains of attraction of Fréchet and Gumbel.