Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums
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Publication:3506295
DOI10.1080/07362990802006964zbMath1141.62036OpenAlexW2078125976MaRDI QIDQ3506295
Publication date: 12 June 2008
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990802006964
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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