Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands

DOI10.1080/03610926.2015.1112916zbMath1373.60036OpenAlexW2414211127MaRDI QIDQ5349127

Yanfang Zhang, Fengyang Cheng

Publication date: 23 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1112916

zbMATH Keywords

random sumssubexponential distributionlong-tailed distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Probability distributions: general theory (60E05)

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