Pages that link to "Item:Q1771428"
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The following pages link to Maxima of sums and random sums for negatively associated random variables with heavy tails (Q1771428):
Displaying 15 items.
- Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
- Randomly stopped maximum and maximum of sums with consistently varying distributions (Q522551) (← links)
- Strong law of large numbers for pairwise positive quadrant dependent random variables (Q625310) (← links)
- Precise large deviations for negatively associated random variables with consistently varying tails (Q871036) (← links)
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails (Q989824) (← links)
- Precise large deviations for dependent random variables with heavy tails (Q1017834) (← links)
- Asymptotic behavior of product of two heavy-tailed dependent random variables (Q1940862) (← links)
- A note on weighted infinite sums of dependent regularly varying tailed random variables (Q2398402) (← links)
- On the random max-closure for heavy-tailed random variables (Q2401238) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Tail behavior of negatively associated heavy-tailed sums (Q3410935) (← links)
- Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums (Q3506295) (← links)
- The consistency of least-square regularized regression with negative association sequence (Q4564912) (← links)
- Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
- A note on the tail behavior of randomly weighted and stopped dependent sums (Q4968012) (← links)
