Closure property and maximum of randomly weighted sums with heavy-tailed increments
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Publication:2454010
DOI10.1016/j.spl.2014.04.020zbMath1288.62078OpenAlexW1985558675MaRDI QIDQ2454010
Yang Yang, Remigijus Leipus, Jonas Šiaulys
Publication date: 12 June 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.04.020
Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistics of extreme values; tail inference (62G32)
Related Items (3)
Unnamed Item ⋮ On the generalized multivariate Gumbel distribution ⋮ Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables
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