Asymptotic bounds for the distribution of the sum of dependent random variables
type: Item
instance of: scholarly article
zbMATH Open document ID: 1320.60045
author: Ruodu Wang
published in: Journal of Applied Probability
publication date: 2014-10-15T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.jap/1409932674
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6356260
zbMATH Keywords: dependence bound
zbMATH Keywords: complete mixability
zbMATH Keywords: value at risk
zbMATH Keywords: modeling uncertainty
MaRDI profile type: Publication
OpenAlex ID: W2147060207
DOI: 10.1239/JAP/1409932674
title: Asymptotic bounds for the distribution of the sum of dependent random variables
description: scientific article; zbMATH DE number 6356260