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  • Search: subject:"O-subexponential distribution"
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Closure property 1 Heavy-tailed distribution 1 Long-tailed distribution 1 O-subexponential distribution 1 Subexponential distribution 1
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Lin, Jianxi 1 Wang, Yuebao 1
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Statistics & Probability Letters 1
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New examples of heavy-tailed O-subexponential distributions and related closure properties
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...
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