The tail behavior of randomly weighted sums of dependent random variables (Q896413)

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scientific article; zbMATH DE number 6518328
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The tail behavior of randomly weighted sums of dependent random variables
scientific article; zbMATH DE number 6518328

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    The tail behavior of randomly weighted sums of dependent random variables (English)
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    9 December 2015
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    asymptotics
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    maximum domain of attraction
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    multivariate extreme value distribution
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    multivariate regular variation
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    spectral measure
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