Precise Large Deviations of Random Sums in Presence of Negative Dependence and Consistent Variation

Methodology and Computing in Applied Probability - Tập 13 Số 4 - Trang 821-833 - 2011
Yiqing Chen1, Kam Chuen Yuen2, Kai Wang Ng2
1Department of Mathematical Sciences, The University of Liverpool, Liverpool, UK
2Department of Statistics and Actuarial Science, The University of Hong Kong, Hong Kong, Hong Kong

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Tài liệu tham khảo

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