Maxima of sums and random sums for negatively associated random variables with heavy tails

Author:

Wang Dingcheng,Tang Qihe

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference14 articles.

1. Positive dependence in multivariate distributions;Alam;Comm. Statist. A—Theory Methods,1981

2. Bingham, N.H., Goldie, C.M., Teugels, J.L., 1987. Regular variation. Encyclopedia of Mathematics and its Applications, Vol. 27. Cambridge University Press, Cambridge.

3. A theorem on sums of independent positive random variables and its applications to branching random processes;Chistyakov;Teor. Verojatnost. i Primenen,1964

4. Degeneracy properties of subcritical branching processes;Chover;Ann. Probab.,1973

5. Functions of probability measures;Chover;J. Anal. Math.,1973

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