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

zbMATH Open1272.62038MaRDI QIDQ2902437FDOQ2902437

Authors: Hirotaka Fushiya, Shigeo Kusuoka 

Publication date: 20 August 2012

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

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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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