Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails

DOI10.1080/03610926.2014.1000500zbMath1360.62068OpenAlexW2531169216MaRDI QIDQ2980120

Dong Ya Cheng, Chang Jun Yu

Publication date: 27 April 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.1000500

zbMATH Keywords

heavy-tailed distributionsrandomly weighted sumslinearly wide quadrant dependence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items

Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory, On the linearly extended negative quadrant dependent random variables and its inequalities, Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables

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