Pages that link to "Item:Q3008156"
From MaRDI portal
The following pages link to THE SUBEXPONENTIAL PRODUCT CONVOLUTION OF TWO WEIBULL-TYPE DISTRIBUTIONS (Q3008156):
Displaying 11 items.
- The tail probability of the product of dependent random variables from max-domains of attraction (Q645443) (← links)
- Asymptotics of random contractions (Q661266) (← links)
- On the long tail property of product convolution (Q829815) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Extremes of randomly scaled Gumbel risks (Q1674367) (← links)
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval (Q2393662) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- Tail asymptotic of Weibull-type risks (Q2934849) (← links)
- A necessary and sufficient condition for the subexponentiality of the product convolution (Q5214991) (← links)
- On the distribution-tail behaviour of the product of normal random variables (Q6062416) (← links)
