Fitting phase–type scale mixtures to heavy–tailed data and distributions

JOURNAL ARTICLE published June 2018 in Extremes

Authors: Mogens Bladt | Leonardo Rojas-Nandayapa

Heavy traffic scaling limits for shortest remaining processing time queues with heavy tailed processing time distributions

JOURNAL ARTICLE published 1 August 2022 in The Annals of Applied Probability

Authors: Sayan Banerjee | Amarjit Budhiraja | Amber L. Puha

On the Accuracy of Inference on Heavy-Tailed Distributions

JOURNAL ARTICLE published January 2014 in Theory of Probability & Its Applications

Authors: S. Y. Novak

Performance Analysis with Truncated Heavy-Tailed Distributions

JOURNAL ARTICLE published December 2005 in Methodology and Computing in Applied Probability

Authors: Søren Asmussen | Mats Pihlsgård

Multivariate extremes, aggregation and dependence in elliptical distributions

JOURNAL ARTICLE published September 2002 in Advances in Applied Probability

Authors: Henrik Hult | Filip Lindskog

On multivariate selection scale-mixtures of normal distributions

JOURNAL ARTICLE published 1 May 2021 in Brazilian Journal of Probability and Statistics

Authors: Roohollah Roozegar | Narayanaswamy Balakrishnan | Andriette Bekker | Ahad Jamalizadeh

Asymptotic Properties of the Bootstrap for Heavy-Tailed Distributions

JOURNAL ARTICLE published 1 July 1990 in The Annals of Probability

Authors: Peter Hall

Heavy-Tailed Distributions and Risk Management of Equity Market Tail Events

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Zi-Yi Guo

On-line estimation of the tail index for heavy-tailed distributions with application to WWW-traffic

PROCEEDINGS ARTICLE published in Next Generation Internet Networks, 2005

Authors: N.M. Markovich

Heavy-Tailed Distributions

REFERENCE ENTRY published in SpringerReference

On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications

JOURNAL ARTICLE published March 2004 in Journal of Applied Probability

Authors: Jun Cai | Qihe Tang

Majorization, Randomness and Dependence for Multivariate Distributions

JOURNAL ARTICLE published 1 July 1987 in The Annals of Probability

Authors: Harry Joe

Tail Dependence Functions of Two Classes of Bivariate Skew Distributions

JOURNAL ARTICLE published March 2023 in Methodology and Computing in Applied Probability

Authors: Xin Lao | Zuoxiang Peng | Saralees Nadarajah

Sample Path Large Deviations of Poisson Shot Noise with Heavy-Tailed Semiexponential Distributions

JOURNAL ARTICLE published September 2011 in Journal of Applied Probability

Authors: Ken R. Duffy | Giovanni Luca Torrisi

Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments

JOURNAL ARTICLE published March 2021 in Journal of Applied Probability

Authors: Denis Denisov | Elena Perfilev | Vitali Wachtel

Joint inference on extreme expectiles for multivariate heavy-tailed distributions

JOURNAL ARTICLE published 1 May 2022 in Bernoulli

Authors: Simone A. Padoan | Gilles Stupfler

A Key Renewal Theorem for Heavy Tail Distributions with ${betain(0,0.5]}$

JOURNAL ARTICLE published January 2014 in Theory of Probability & Its Applications

Authors: V. Vatutin | V. Topchii

Fatness of Tail

OTHER published 2 December 2014 in Fat‐Tailed Distributions: Volume 1

Authors: Roger M. Cooke | Daan Nieboer | Jolanta Misiewicz

Operator Tail Dependence of Copulas

JOURNAL ARTICLE published September 2018 in Methodology and Computing in Applied Probability

Authors: Haijun Li

Tail Behavior of Poisson Shot Noise Processes under Heavy-tailed Shocks and Actuarial Applications

JOURNAL ARTICLE published September 2013 in Methodology and Computing in Applied Probability

Authors: Chengguo Weng | Yi Zhang | Ken Seng Tan