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The moment index of minima (II)

Author

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  • Daley, D.J.
  • Goldie, Charles M.

Abstract

The moment index ?(X)=sup{k:E(Xk)

Suggested Citation

  • Daley, D.J. & Goldie, Charles M., 2006. "The moment index of minima (II)," Statistics & Probability Letters, Elsevier, vol. 76(8), pages 831-837, April.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:8:p:831-837
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    References listed on IDEAS

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    1. Alan Scheller-Wolf, 2003. "Necessary and Sufficient Conditions for Delay Moments in FIFO Multiserver Queues with an Application Comparing s Slow Servers with One Fast One," Operations Research, INFORMS, vol. 51(5), pages 748-758, October.
    2. Goncalves, Paulo & Riedi, Rudolf, 2005. "Diverging Moments and Parameter Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1382-1393, December.
    3. Baltrunas, A. & Daley, D. J. & Klüppelberg, C., 2004. "Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times," Stochastic Processes and their Applications, Elsevier, vol. 111(2), pages 237-258, June.
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    Cited by:

    1. Jaakko Lehtomaa, 2015. "Asymptotic Behaviour of Ruin Probabilities in a General Discrete Risk Model Using Moment Indices," Journal of Theoretical Probability, Springer, vol. 28(4), pages 1380-1405, December.
    2. Meitner Cadena & Marie Kratz, 2014. "An Extension of the Class of Regularly Varying Functions," Working Papers hal-01097780, HAL.
    3. Cadena, Meitner & Kratz, Marie, 2014. "An Extension of the Class of Regularly Varying Functions," ESSEC Working Papers WP1417, ESSEC Research Center, ESSEC Business School.

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