Distributional Tail Estimation Through Its Characteristic Function

Lev B. Klebanov; Andrea Karlova

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arXiv · 1607.03096

Distributional Tail Estimation Through Its Characteristic Function

Lev B. Klebanov·Andrea Karlova

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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.

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Lev B. Klebanov, Andrea Karlova. 2016-07-11. Distributional Tail Estimation Through Its Characteristic Function. https://arxiv.org/abs/1607.03096

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