Bounds for some general sums of random variables

DOI10.1016/J.SPL.2010.11.018zbMath1207.62119OpenAlexW3121969539MaRDI QIDQ631537

Steven Vanduffel, Zinoviy Landsman

Publication date: 14 March 2011

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

Full work available at URL: https://doi.org/10.1016/j.spl.2010.11.018

zbMATH Keywords

boundsexponential dispersion familydependence

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Monte Carlo methods (65C05) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING ⋮ A note on Stein's lemma for multivariate elliptical distributions ⋮ Discussion on “Asymptotic Analysis of Multivariate Tail Conditional Expectations,” by Li Zhu and Haijun Li, Volume 16(3)

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