Max-sum equivalence of conditionally dependent random variables
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Publication:2444377
DOI10.1016/j.spl.2013.09.031zbMath1284.62315OpenAlexW2087097147MaRDI QIDQ2444377
Tao Jiang, Qingwu Gao, Yue-bao Wang
Publication date: 9 April 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.09.031
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (8)
Weak max-sum equivalence for dependent heavy-tailed random variables ⋮ Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory ⋮ Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims ⋮ Randomly weighted sums of dependent subexponential random variables with applications to risk theory ⋮ Tail asymptotics of random sum and maximum of log-normal risks ⋮ Tail behavior of the sums of dependent and heavy-tailed random variables ⋮ Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables ⋮ Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory
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