Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation

DOI10.1007/s10255-009-8155-9zbMath1209.62117MaRDI QIDQ2431052

Hai-Zhong Yang

Publication date: 8 April 2011

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-009-8155-9

zbMATH Keywords

tail probability; dominated variation; randomly weighted sums

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

60E15: Inequalities; stochastic orderings

62G32: Statistics of extreme values; tail inference

Related Items

Randomly weighted sums of dependent random variables with dominated variation, On the ruin probability in a dependent discrete time risk model with insurance and financial risks, Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails

Cites Work

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