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Max-Sum local equivalence of random variables with Farlie-Gumbel-Morgenstern joint distribution - MaRDI portal

Max-Sum local equivalence of random variables with Farlie-Gumbel-Morgenstern joint distribution (Q5063615)

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scientific article; zbMATH DE number 7494339
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Max-Sum local equivalence of random variables with Farlie-Gumbel-Morgenstern joint distribution
scientific article; zbMATH DE number 7494339

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    Max-Sum local equivalence of random variables with Farlie-Gumbel-Morgenstern joint distribution (English)
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    21 March 2022
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    Farlie-Gumbel-Morgenstern distribution
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    max-sum local equivalence
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    local subexponential distribution
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    the principle of a single big jump
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