A note on max-sum equivalence
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Publication:613149
DOI10.1016/J.SPL.2010.07.015zbMATH Open1211.62085OpenAlexW2033552853MaRDI QIDQ613149FDOQ613149
Publication date: 20 December 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.07.015
Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Distribution theory (60E99)
Cites Work
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- Subexponentiality and infinite divisibility
- Convolution tails, product tails and domains of attraction
- The class of subexponential distributions
- On the non-closure under convolution of the subexponential family
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
- Some closure properties for subexponential distributions
- Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
- Probabilities of large deviations for random walks with regular distribution of jumps.
Cited In (8)
- Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables
- Title not available (Why is that?)
- Weak max-sum equivalence for dependent heavy-tailed random variables
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation
- Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks
- Asymptotics for the partial sum and its maximum of dependent random variables
- On a closure property of convolution equivalent class of distributions
- Convolution closure properties of subexponential densities
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