Minimum of Dependent Random Variables with Convolution-Equivalent Distributions

DOI10.1080/03610926.2010.498649zbMath1226.62008OpenAlexW2035281735MaRDI QIDQ3100647

Yin-Feng Wang, Chuan-Cun Yin

Publication date: 18 November 2011

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

Full work available at URL: https://doi.org/10.1080/03610926.2010.498649

zbMATH Keywords

subexponentialityclass \(\mathcal S(\gamma )\)

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

The strong convergence properties of weighted sums for a class of dependent random variables ⋮ On a closure property of convolution equivalent class of distributions

Cites Work

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• Tail asymptotics for the sum of two heavy-tailed dependent risks
• Tail behavior of negatively associated heavy-tailed sums
• Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums
• Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
• Convolution equivalence and infinite divisibility
• Sums of Dependent Nonnegative Random Variables with Subexponential Tails
• Some Concepts of Dependence
• On the subexponential property of a class of random variables

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