Minimum of dependent random variables with convolution-equivalent distributions

DOI10.1080/03610926.2010.498649MaRDI QIDQ3100647zbMATH OpenOpenAlexFDO

Authors Yin-Feng Wang, Chuancun Yin

Publication date 18 November 2011

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2010.498649

zbMATH Keywords

class \(\mathcal S(\gamma )\)subexponentiality

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• Asymptotic results for the sum of dependent non-identically distributed random variables
• Asymptotic tail probabilities of sums of dependent subexponential random variables
• Convolution equivalence and infinite divisibility
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• Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums
• On the subexponential property of a class of random variables
• Some closure properties for subexponential distributions
• Some Concepts of Dependence
• Some properties of subexponential distributions
• Subexponential distributions and characterizations of related classes
• Sums of Dependent Nonnegative Random Variables with Subexponential Tails
• Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
• Tail asymptotics for the sum of two heavy-tailed dependent risks
• Tail behavior of negatively associated heavy-tailed sums
• The maximum on a random time interval of a random walk with long-tailed increments and negative drift.

Cited in

(5)

• Mean and minimum of independent random variables
• On a closure property of convolution equivalent class of distributions
• scientific article; zbMATH DE number 3919543 (Why is no real title available?)
• The strong convergence properties of weighted sums for a class of dependent random variables
• Upper Bound for the Expected Minimum of Dependent Random Variables with Known Kendall's Tau

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