On Joint Estimation of an Exponent of Regular Variation and an Asymmetry Parameter for Tail Distributions
| Autor: | Daniel C. Weiner, Marjorie G. Hahn |
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| Rok vydání: | 1991 |
| Předmět: | |
| Zdroj: | Sums, Trimmed Sums and Extremes ISBN: 9781468467956 |
| DOI: | 10.1007/978-1-4684-6793-2_4 |
| Popis: | A random variable X is said to have a joint tail distribution which is regularly varying of index -α if for each c > 0, $$ \mathop {\lim }\limits_{t \to \infty } \frac{{P(\left| X \right| > \,ct)}}{{P(|X|\, > \,t)}}\, = \,c^{ - \alpha }.$$ |
| Databáze: | OpenAIRE |
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