Tail behavior of the sums of dependent and heavy-tailed random variables
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Publication:2513787
DOI10.1016/j.jkss.2014.04.002zbMath1311.62019OpenAlexW2089435441MaRDI QIDQ2513787
Chang Jun Yu, Dong Ya Cheng, Yue-bao Wang
Publication date: 29 January 2015
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2014.04.002
asymptotic behaviorrandom sumspartial sumsruin probabilityweighted sumsdependence structuressubexponential\(^\ast\) distributions
Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70)
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