Uniform asymptotics for the tail probability of weighted sums with heavy tails
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Publication:467031
DOI10.1016/j.spl.2014.07.022zbMath1381.62045arXiv1403.7831OpenAlexW2045563807MaRDI QIDQ467031
Publication date: 3 November 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.7831
long-tailed distributiondominated variation\(h\)-insensitive functionquasi-asymptotical independenceuniform long-tailedness
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32)
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Cites Work
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