Distributional Tail Estimation Through Its Characteristic Function
Probability
2016-07-12 v1
Abstract
There is given a method for estimation of a probability distribution tail in terms of characteristic function. Key words: characteristic function; tail of a distribution.
Cite
@article{arxiv.1607.03096,
title = {Distributional Tail Estimation Through Its Characteristic Function},
author = {Lev B. Klebanov and Andrea Karlova},
journal= {arXiv preprint arXiv:1607.03096},
year = {2016}
}