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

DOI10.1016/S0167-7152(96)00218-0MaRDI QIDQ1365191zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• scientific article; zbMATH DE number 16828
• Asymptotic results for FGM random sequences
• Extended large deviations

Cites work

• scientific article; zbMATH DE number 3826915 (Why is no real title available?)
• scientific article; zbMATH DE number 16828 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Convex Analysis
• On some generalized farlie-gumbel-morgenstern distributions

Cited in

(6)

• scientific article; zbMATH DE number 16740 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 16828 (Why is no real title available?)

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