Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails
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Publication:393013
DOI10.1007/s10986-012-9169-1zbMath1286.60089OpenAlexW2023910575MaRDI QIDQ393013
Jonas Šiaulys, Remigijus Leipus, Yang Yang
Publication date: 15 January 2014
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-012-9169-1
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
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