Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation
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Publication:2431052
DOI10.1007/s10255-009-8155-9zbMath1209.62117MaRDI QIDQ2431052
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
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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- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation