Author:
Bardoutsos Anastasios G.,Konstantinides Dimitrios G.
Abstract
We use the properties of the Matuszewska indices to show asymptotic inequalities for hazard rates. We discuss the relation between membership in the classes of dominatedly or extended rapidly varying tail distributions and corresponding hazard rate conditions. Convolution closure is established for the class of distributions with extended rapidly varying tails.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
5 articles.
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