Ravi, S. and Praveena, A. S. (2014) On the intersection of max domains of attraction of p-max stable laws and the class of subexponential distributions. Communications in Statistics-Theory And Methods, 44 (1). pp. 115-124. ISSN 1532-415X
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Official URL: http://doi.org/10.1080/03610926.2012.733475
Abstract
Subexponential distributions are important in queueing, renewal theory, and extreme value theory as well as in other areas of applied probability. In this article, we study sufficient conditions for a distribution function to belong to both the subexponential class and the max domain of attraction of p-max stable laws. Several examples are given.
| Item Type: | Article |
|---|---|
| Subjects: | E Mathematical Science > Statistics |
| Divisions: | Department of > Statistics |
| Depositing User: | Users 19 not found. |
| Date Deposited: | 18 Jun 2019 10:44 |
| Last Modified: | 18 Sep 2019 06:05 |
| URI: | http://eprints.uni-mysore.ac.in/id/eprint/3262 |
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