The heavy-tail behavior of the difference of two dependent random variables

DOI10.1016/J.SPL.2024.110307MaRDI QIDQ7029950zbMATH OpenFDO

Authors Yiqing Chen

Publication date 10 February 2025

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

Full work available at URL https://doi.org/10.1016/J.SPL.2024.110307

zbMATH Keywords

asymptotic equivalencebivariate regular variationdependent random variablesdifferencelong tail

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

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