Precise Large Deviations of Random Sums in Presence of Negative Dependence and Consistent Variation
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-010-9194-7.pdf
Reference23 articles.
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3. Block HW, Savits TH, Shaked M (1982) Some concepts of negative dependence. Ann Probab 10(3):765–772
4. Cline DBH, Samorodnitsky G (1994) Subexponentiality of the product of independent random variables. Stoch Process Their Appl 49(1):75–98
5. Ebrahimi N, Ghosh M (1981) Multivariate negative dependence. Commun Stat A Theory Methods 10(4):307–337
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