Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums (Q3506295)
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English | Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums |
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Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums (English)
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12 June 2008
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heavy tail
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maximum
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pairwise negative dependence
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partial sum
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tail probability
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