Closure property of consistently varying random variables based on precise large deviation principles

DOI10.1080/03610926.2018.1459717OpenAlexW2802990593MaRDI QIDQ5078107

Duo Guo, Shi-jie Wang, Wen Sheng Wang

Publication date: 20 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2018.1459717

zbMATH Keywords

closure propertyconsistently varying tailrandomly stopped sumprecise large deviationrandom maximum

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (1)

Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments

Cites Work

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