Pages that link to "Item:Q894569"
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The following pages link to Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (Q894569):
Displaying 8 items.
- Complete moment convergence of double-indexed randomly weighted sums of mixing sequences (Q347452) (← links)
- On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← links)
- Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
- Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
- Tail conditional moments for elliptical and log-elliptical distributions (Q2374109) (← links)
- Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation (Q5031693) (← links)
- Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach (Q5049418) (← links)
- Asymptotics for value at risk and conditional tail expectation of a portfolio loss (Q6579530) (← links)
