In this chapter we are interested in (right-) tail properties of distributions, i.e. in properties of a distribution which, for any x, depend only on the restriction of the distribution to (x, ∞). More generally it is helpful to consider tail properties of functions.
CITATION STYLE
Foss, S., Korshunov, D., & Zachary, S. (2011). Heavy-Tailed and Long-Tailed Distributions. In Springer Series in Operations Research and Financial Engineering (Vol. 38, pp. 7–38). Springer Nature. https://doi.org/10.1007/978-1-4419-9473-8_2
Mendeley helps you to discover research relevant for your work.