Tail probability of randomly weighted sums of subexponential random variables under a dependence structure
| Year of publication: |
2012
|
|---|---|
| Authors: | Yang, Yang ; Leipus, Remigijus ; Šiaulys, Jonas |
| Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 9, p. 1727-1736
|
| Publisher: |
Elsevier |
| Subject: | Subexponential distribution | Random weights | Tail probability |