Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution
- 1 December 1988
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 20 (4) , 706-718
- https://doi.org/10.2307/1427356
Abstract
When does a distributionFhave the property of both being in the domain of attraction of exp {–e–x} and having a second convolution-power tail equivalent to the first:Sufficient conditions and examples are given.Keywords
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