Conditions for the uniformly tail-asymptotic relationship of the weighted sum of random variables with heavy tails

MaRDI QIDQ3404947zbMATH OpenFDO

Authors Gaofeng Zong, Fanchao Kong

Publication date 12 February 2010

zbMATH Keywords

heavy tail\(S\) classtail-asymptotic

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Asymptotic distribution theory in statistics (62E20)

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Cited in

(3)

• On the joint tail behavior of randomly weighted sums of heavy-tailed random variables
• Uniform approximation of the tail probability of weighted sums of subexponential random variables
• Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails

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