Weak max-sum equivalence for dependent heavy-tailed random variables (Q282131): Difference between revisions

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-.1007/s10986-016-9303-6
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+A new extension of bivariate FGM copulas
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+Normal rank
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+New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics
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+Q4924344
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+Some concepts of negative dependence
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+Normal rank
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+Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
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+Q4743586
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+Normal rank
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+The performance of some correlation coefficients for a general bivariate distribution
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+Asymptotic tail probabilities of sums of dependent subexponential random variables
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+Bivariate Exponential Distributions
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+Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.
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+Max-sum equivalence of conditionally dependent random variables
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+A note on max-sum equivalence
@@ Property / cites work: A note on max-sum equivalence / rank @@
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+Precise large deviations for dependent random variables with heavy tails
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+A note on a dependent risk model with constant interest rate
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+Analytic Inequalities
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+Q3232606
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+Normal rank
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+Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
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+.1007/S10986-016-9303-6
@@ Property / DOI: 10.1007/S10986-016-9303-6 / rank @@
+Normal rank