Tail probability of randomly weighted sums of subexponential random variables under a dependence structure

DOI10.1016/j.spl.2012.05.016zbMath1334.62029MaRDI QIDQ452892

Jonas Šiaulys, Remigijus Leipus, Yang Yang

Publication date: 18 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.05.016

zbMATH Keywords

tail probability; subexponential distribution; random weights

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

60E05: Probability distributions: general theory

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