Weak max-sum equivalence for dependent heavy-tailed random variables (Q282131)
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scientific article; zbMATH DE number 6579523
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| English | Weak max-sum equivalence for dependent heavy-tailed random variables |
scientific article; zbMATH DE number 6579523 |
Statements
Weak max-sum equivalence for dependent heavy-tailed random variables (English)
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12 May 2016
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weak max-sum equivalence
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heavy tails
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dominatedly varying tails
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negative dependence
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copula
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0.851890504360199
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0.8421226143836975
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0.8263712525367737
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0.8215999007225037
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0.8207719922065735
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