Multi-normex distributions for the sum of random vectors. Rates of convergence (Q6176328): Difference between revisions

@@ Property / cites work @@
+On the Tail Behavior of Sums of Dependent Risks
@@ Property / cites work: On the Tail Behavior of Sums of Dependent Risks / rank @@
+Normal rank
@@ Property / cites work @@
+A characterization of multivariate regular variation.
+Normal rank
@@ Property / cites work @@
+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Normal Approximation and Asymptotic Expansions
@@ Property / cites work: Normal Approximation and Asymptotic Expansions / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Analysis of Random Walks: Light-Tailed Distributions
+Normal rank
@@ Property / cites work @@
+On a Geometric Notion of Quantiles for Multivariate Data
+Normal rank
@@ Property / cites work @@
+Multivariate subexponential distributions
@@ Property / cites work: Multivariate subexponential distributions / rank @@
+Normal rank
@@ Property / cites work @@
+A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
+Normal rank
@@ Property / cites work @@
+High level quantile approximations of sums of risks
+Normal rank
@@ Property / cites work @@
+Risk concentration under second order regular variation
+Normal rank
@@ Property / cites work @@
+Comparison of multivariate distributions using quantile-quantile plots and related tests
+Normal rank
@@ Property / cites work @@
+Prescribing a System of Random Variables by Conditional Distributions
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Von Mises conditions revisited
@@ Property / cites work: Von Mises conditions revisited / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Heavy-Tailed and Subexponential Distributions
+Normal rank
@@ Property / cites work @@
+Extreme geometric quantiles in a multivariate regular variation framework
+Normal rank
@@ Property / cites work @@
+Q5357880
@@ Property / cites work: Q5357880 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+Second-order regular variation and rates of convergence in extreme-value theory
+Normal rank
@@ Property / cites work @@
+Sums, Trimmed sums and extremes
@@ Property / cites work: Sums, Trimmed sums and extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Second order regular variation and conditional tail expectation of multiple risks
+Normal rank
@@ Property / cites work @@
+Normex, a new method for evaluating the distribution of aggregated heavy tailed risks
+Normal rank
@@ Property / cites work @@
+Multi-normex distributions for the sum of random vectors. Rates of convergence
+Normal rank
@@ Property / cites work @@
+Large deviations of means of heavy-tailed random variables with finite moments of all orders
+Normal rank
@@ Property / cites work @@
+PROPERTIES OF SECOND-ORDER REGULAR VARIATION AND EXPANSIONS FOR RISK CONCENTRATION
+Normal rank
@@ Property / cites work @@
+Large deviations of heavy-tailed sums with applications in insurance
+Normal rank
@@ Property / cites work @@
+On the limit distributions of lightly trimmed sums
+Normal rank
@@ Property / cites work @@
+Refining the central limit theorem approximation via extreme value theory
+Normal rank
@@ Property / cites work @@
+Q5491447
@@ Property / cites work: Q5491447 / rank @@
+Normal rank
@@ Property / cites work @@
+Subexponential distribution functions in \(R^{d}\)
+Normal rank
@@ Property / cites work @@
+Q4327561
@@ Property / cites work: Q4327561 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4085017
@@ Property / cites work: Q4085017 / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate subexponential distributions and their applications
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank