Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes

DOI10.1016/S0167-7152(96)00218-0zbMath0886.60019OpenAlexW2005415747MaRDI QIDQ1365191

Toshio Mikami

Publication date: 4 May 1998

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00218-0

zbMATH Keywords

central limit theoremweak law of large numbersEyraud-Gumbel-Morgenstern process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10)

Related Items (4)

Polynomial bivariate copulas of degree five: characterization and some particular inequalities ⋮ Asymptotic results for FGM random sequences ⋮ The impact on the properties of the EFGM copulas when extending this family ⋮ New results on perturbation-based copulas

Cites Work

• On some generalized farlie-gumbel-morgenstern distributions
• Convex Analysis
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