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

Dingcheng Wang and Qihe Tang

Statistics & Probability Letters, 2004, vol. 68, issue 3, 287-295

Abstract: This paper obtains some asymptotics for the tail probabilities of the maximum of sums and random sums of negatively associated (NA) random variables with heavy tails, showing that the NA dependence structure does not affect the asymptotic behavior of these tail probabilities.

Keywords: Asymptotics; Heavy; tails; Maximum; of; sums; Random; sums; Negative; association; Tail; probabilities (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (4)

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