Tail behavior of sums and maxima of sums of dependent subexponential random variables
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Publication:538392
DOI10.1007/s10440-011-9610-1zbMath1213.62085OpenAlexW2064102266MaRDI QIDQ538392
Remigijus Leipus, Jonas Šiaulys, Yang Yang, Kai Yong Wang
Publication date: 25 May 2011
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10440-011-9610-1
Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistics of extreme values; tail inference (62G32)
Related Items (2)
Max-sum equivalence of conditionally dependent random variables ⋮ A note on the tail behavior of randomly weighted and stopped dependent sums
Cites Work
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