Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes

DOI10.1016/S0167-7152(96)00218-0zbMATH Open0886.60019OpenAlexW2005415747MaRDI QIDQ1365191FDOQ1365191

Authors: Toshio Mikami 

Publication date: 4 May 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00218-0

Recommendations

• scientific article; zbMATH DE number 16828
• Asymptotic results for FGM random sequences
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zbMATH Keywords

central limit theoremweak law of large numbersEyraud-Gumbel-Morgenstern process

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05)

Cites Work

• Title not available (Why is that?)
• Convex Analysis
• Title not available (Why is that?)
• On some generalized farlie-gumbel-morgenstern distributions
• Title not available (Why is that?)

Cited In (6)

• Title not available (Why is that?)
• New results on perturbation-based copulas
• The impact on the properties of the EFGM copulas when extending this family
• Asymptotic results for FGM random sequences
• Polynomial bivariate copulas of degree five: characterization and some particular inequalities
• Title not available (Why is that?)

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