Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables
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Publication:2067852
DOI10.1186/s13660-019-2067-xzbMath1499.62080OpenAlexW2946965410WikidataQ127952340 ScholiaQ127952340MaRDI QIDQ2067852
Qingwu Gao, Xijun Liu, Chunhong Chai
Publication date: 19 January 2022
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-019-2067-x
Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Extreme value theory; extremal stochastic processes (60G70)
Related Items (2)
Uniform asymptotics for the compound risk model with dependence structures and constant force of interest ⋮ Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory
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