Approximation of the tail probabilities of randomly weighted sums in presence of dependence and heavy tails (Q3180010)
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scientific article; zbMATH DE number 6671427
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| English | Approximation of the tail probabilities of randomly weighted sums in presence of dependence and heavy tails |
scientific article; zbMATH DE number 6671427 |
Statements
6 January 2017
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randomly weighted sums
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pairwise generalized negatively orthant dependent
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heavy-tailed distribution
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positively associated
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0.8835548758506775
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0.8804929256439209
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0.8713750243186951
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0.8693987727165222
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0.8638173937797546
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