Asymptotic tail probabilities of sums of dependent subexponential random variables

DOI10.1007/s10959-008-0159-5zbMath1177.62017OpenAlexW2110313886MaRDI QIDQ1047152

Qi-he Tang, J. L. Geluk

Publication date: 4 January 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-008-0159-5

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistics of extreme values; tail inference (62G32)

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