The product of two dependent random variables with regularly varying or rapidly varying tails

DOI10.1016/j.spl.2011.01.015zbMath1219.62098OpenAlexW2156405549MaRDI QIDQ552982

Jun Jiang, Qi-he Tang

Publication date: 26 July 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.01.015

zbMATH Keywords

tail probabilityregular variationproductgeneralized Farlie-Gumbel-Morgenstern distributionrapid variation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistics of extreme values; tail inference (62G32)

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