Sharp large deviation estimates for heavy-tailed extrema
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Cites work
- Approximation and estimation of very small probabilities of multivariate extreme events
- scientific article; zbMATH DE number 3878068 (Why is no real title available?)
- scientific article; zbMATH DE number 3608961 (Why is no real title available?)
- scientific article; zbMATH DE number 1158743 (Why is no real title available?)
- scientific article; zbMATH DE number 5242364 (Why is no real title available?)
- Large deviations of bivariate Gaussian extrema
- Large deviations of Shepp statistics
- Large deviations of the maximum of independent and identically distributed random variables
- Limiting forms of the frequency distribution of the largest or smallest member of a sample.
- Maxitive monetary risk measures: worst-case risk assessment and sharp large deviations
- On large deviation for extremes.
- On Sharp Large Deviations for Sums of Random Vectors and Multidimensional Laplace Approximation
- Sharp large deviation estimates for Gaussian extrema
- SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS
- Sur la distribution limite du terme maximum d'une série aléatoire
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