The moment index of minima (II)

dc.contributor.author	Daley, Daryl
dc.contributor.author	Goldie, Charles M.
dc.date.accessioned	2015-12-07T22:44:03Z
dc.date.issued	2006
dc.date.updated	2015-12-07T11:20:35Z
dc.description.abstract	The moment index κ(X) = sup {k: E(Xk) < ∞} of a nonnegative random variable X has the property that κ(min (X, Y)) ≥ κ(X) + κ(Y) for independent r.v.s X and Y. We characterize conditions under which equality holds for a given r.v. X and every indep
dc.identifier.issn	0167-7152
dc.identifier.uri	http://hdl.handle.net/1885/25043
dc.publisher	Elsevier
dc.source	Statistics and Probability Letters
dc.subject	Keywords: Exponential index; Moment index; Regular variation
dc.title	The moment index of minima (II)
dc.type	Journal article
local.bibliographicCitation.lastpage	837
local.bibliographicCitation.startpage	831
local.contributor.affiliation	Daley, Daryl, College of Physical and Mathematical Sciences, ANU
local.contributor.affiliation	Goldie, Charles M., University of Sussex
local.contributor.authoremail	u7000591@anu.edu.au
local.contributor.authoruid	Daley, Daryl, u7000591
local.description.embargo	2037-12-31
local.description.notes	Imported from ARIES
local.identifier.absfor	010406 - Stochastic Analysis and Modelling
local.identifier.ariespublication	u3488905xPUB36
local.identifier.citationvolume	76
local.identifier.doi	10.1016/j.spl.2005.10.013
local.identifier.scopusID	2-s2.0-33644895699
local.identifier.uidSubmittedBy	u3488905
local.type.status	Published Version

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