The product of two dependent random variables with regularly varying or rapidly varying tails (Q552982): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q1566064
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Qi-he Tang / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spl.2011.01.015 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2156405549 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Symmetry and dependence properties within a semiparametric family of bivariate copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4726487 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5525727 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subexponentiality of the product of independent random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5633348 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Theorem of Breiman and a Class of Random Difference Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2732679 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3860550 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The performance of some correlation coefficients for a general bivariate distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate Exponential Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic independence and a network traffic model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3232606 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hidden regular variation, second order regular variation and asymptotic independence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new class of bivariate copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The subexponentiality of products revisited / rank
 
Normal rank
Property / cites work
 
Property / cites work: On convolution equivalence with applications / rank
 
Normal rank

Latest revision as of 08:47, 4 July 2024

scientific article
Language Label Description Also known as
English
The product of two dependent random variables with regularly varying or rapidly varying tails
scientific article

    Statements

    The product of two dependent random variables with regularly varying or rapidly varying tails (English)
    0 references
    0 references
    0 references
    26 July 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    generalized Farlie-Gumbel-Morgenstern distribution
    0 references
    product
    0 references
    rapid variation
    0 references
    regular variation
    0 references
    tail probability
    0 references
    0 references