Tail probability of randomly weighted sums of subexponential random variables under a dependence structure
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Publication:452892
DOI10.1016/j.spl.2012.05.016zbMath1334.62029OpenAlexW2000589152MaRDI QIDQ452892
Jonas Šiaulys, Remigijus Leipus, Yang Yang
Publication date: 18 September 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.05.016
Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05)
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Cites Work
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