Uniform estimate for the tail probabilities of randomly weighted sums
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Publication:477566
DOI10.1007/s10255-014-0446-0zbMath1305.62085MaRDI QIDQ477566
Chuan-Cun Yin, Yin-Feng Wang, Xin Sheng Zhang
Publication date: 9 December 2014
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-014-0446-0
uniform estimate; randomly weighted sums; class \(\mathcal{D} \cap \mathcal{L}\); upper tail asymptotically independence
62E20: Asymptotic distribution theory in statistics
62H20: Measures of association (correlation, canonical correlation, etc.)
60G70: Extreme value theory; extremal stochastic processes
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