Max-Sum local equivalence of random variables with Farlie-Gumbel-Morgenstern joint distribution

DOI10.1360/N012014-00096zbMath1499.62081OpenAlexW2271678728MaRDI QIDQ5063615

Tao Jiang, Hui Xu

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/n012014-00096

zbMATH Keywords

Farlie-Gumbel-Morgenstern distributionlocal subexponential distributionmax-sum local equivalencethe principle of a single big jump

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50)

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