most citedSub-Weibull distributions: generalizing sub-Gaussian and sub-Exponential properties to heavier-tailed distributions

36 citations · 36 across the 1 of their papers we have counts for

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math.ST2019★ 36 cited

Sub-Weibull distributions: generalizing sub-Gaussian and sub-Exponential properties to heavier-tailed distributions

Mariia Vladimirova, Stephane Girard, Hien Nguyen +1

We propose the notion of sub-Weibull distributions, which are characterised by tails lighter than (or equally light as) the right tail of a Weibull distribution. This novel class g…