Lin, Jianxi; Wang, Yuebao - In: Statistics & Probability Letters 82 (2012) 3, pp. 427-432
Let L and S denote the classes of distributions with long tails and subexponential tails respectively. Let OS denote the class of distributions with O-subexponential tails, which means the distributions with the tails having the same order as the tails of their 2-fold convolutions. In this...