Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands. Issue 12 (18th June 2017)
- Record Type:
- Journal Article
- Title:
- Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands. Issue 12 (18th June 2017)
- Main Title:
- Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands
- Authors:
- Zhang, Yanfang
Cheng, Fengyang - Abstract:
- ABSTRACT: In this paper, we obtain some results for the asymptotic behavior of the tail probability of a random sum S τ = ∑ τ k = 1 Xk, where the summands Xk, k = 1, 2, …, are conditionally dependent random variables with a common subexponential distribution F, and the random number τ is a non negative integer-valued random variable, independent of { Xk : k ⩾ 1}.
- Is Part Of:
- Communications in statistics. Volume 46:Issue 12(2017)
- Journal:
- Communications in statistics
- Issue:
- Volume 46:Issue 12(2017)
- Issue Display:
- Volume 46, Issue 12 (2017)
- Year:
- 2017
- Volume:
- 46
- Issue:
- 12
- Issue Sort Value:
- 2017-0046-0012-0000
- Page Start:
- 5888
- Page End:
- 5895
- Publication Date:
- 2017-06-18
- Subjects:
- Long-tailed distribution -- random sums -- subexponential distribution.
60E05 -- 62E20
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2015.1112916 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 2781.xml