P. Jordanova

activity

20152025

most citedMeasuring heavy-tailedness of distributions

13 citations · 15 across the 14 of their papers we have counts for

collaborators

Showing 2019Show all

2 papers · 1 filter

math.ST2019

Logarithm of ratios of two order statistics and regularly varying tails

Pavlina K. Jordanova, Milan Stehlík

Here we suppose that the observed random variable has cumulative distribution function $F$ with regularly varying tail, i.e. $1 - F \in R V_{- α}$ , $α > 0$ . Using the results about expo…

math.PR2019

Tails and probabilities for $p$ -outside values

Pavlina Jordanova

The task for a general and useful classification of the tail behaviors of probability distributions still has no satisfactory solution. Due to lack of information outside the range…

Logarithm of ratios of two order statistics and regularly varying tails

Tails and probabilities for p-outside values

Tails and probabilities for $p$ -outside values