Uniform estimate for distributions of the sum of i.i.d. random variables with fat tail

MaRDI QIDQ2902437zbMATH OpenFDO

Authors Hirotaka Fushiya, Shigeo Kusuoka

Publication date 20 August 2012

Published in Journal of Mathematical Sciences. University of Tokyo (Search for Journal in Brave)

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Central limit and other weak theorems (60F05)

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• Uniform estimates for distributions of the sum of i.i.d. random variables with fat tail in the threshold case

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