Email this article Estimation of the Tail of Probability Distribution Through its Characteristic Function
- Authors: Karlová A.1, Klebanov L.B.1
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Affiliations:
- Department of Probability and Mathematical Statistics of Charles University
- Issue: Vol 229, No 6 (2018)
- Pages: 714-718
- Section: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/240527
- DOI: https://doi.org/10.1007/s10958-018-3710-7
- ID: 240527
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Abstract
A method for estimation of a probability distribution tail in terms of characteristic function is given.
About the authors
A. Karlová
Department of Probability and Mathematical Statistics of Charles University
Author for correspondence.
Email: andrea.karlova@gmail.com
Czech Republic, Prague
L. B. Klebanov
Department of Probability and Mathematical Statistics of Charles University
Email: andrea.karlova@gmail.com
Czech Republic, Prague
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