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Zapiski Nauchnykh Seminarov POMI, 2016, Volume 454, Pages 176–182 (Mi znsl6391)  
Estimation of the tail of probability distribution through its characteristic function

A. Karlová, L. B. Klebanov

Department of Probability and Mathematical Statistics, Charles University, Prague, Czech Republic
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Abstract: There is given a method for estimation of a probability distribution tail in terms of characteristic function.
Key words and phrases: characteristic function, tail of a distribution.
Funding agency Grant number
Grantová Agentura České Republiky 16-03708S
Received: 27.09.2016
English version:
Journal of Mathematical Sciences (New York), 2018, Volume 229, Issue 6, Pages 714–718
DOI: https://doi.org/10.1007/s10958-018-3710-7
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: A. Karlová, L. B. Klebanov, “Estimation of the tail of probability distribution through its characteristic function”, Probability and statistics. Part 24, Zap. Nauchn. Sem. POMI, 454, POMI, St. Petersburg, 2016, 176–182; J. Math. Sci. (N. Y.), 229:6 (2018), 714–718
Citation in format AMSBIB
\Bibitem{KarKle16}
\by A.~Karlov\'a, L.~B.~Klebanov
\paper Estimation of the tail of probability distribution through its characteristic function
\inbook Probability and statistics. Part~24
\serial Zap. Nauchn. Sem. POMI
\yr 2016
\vol 454
\pages 176--182
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6391}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3602408}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2018
\vol 229
\issue 6
\pages 714--718
\crossref{https://doi.org/10.1007/s10958-018-3710-7}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85042214564}
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