Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure
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Publication:2258707
DOI10.1186/1029-242X-2014-140zbMath1307.62037OpenAlexW2122598090WikidataQ59323856 ScholiaQ59323856MaRDI QIDQ2258707
Lixing Song, Tao Hu, Xiaodong Bai
Publication date: 26 February 2015
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/1029-242x-2014-140
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Large deviations (60F10)
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