Sums of Dependent Nonnegative Random Variables with Subexponential Tails
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Publication:5459910
DOI10.1239/jap/1208358953zbMath1137.62310OpenAlexW1975517907MaRDI QIDQ5459910
Publication date: 30 April 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1208358953
Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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- On the Tail Behavior of Sums of Dependent Risks
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
- Some Concepts of Dependence
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