The tail probability of the product of dependent random variables from max-domains of attraction
Year of publication: |
2011
|
---|---|
Authors: | Yang, Yingying ; Hu, Shuhe ; Wu, Tao |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 12, p. 1876-1882
|
Publisher: |
Elsevier |
Subject: | Breiman’s theorem | Farlie–Gumbel–Morgenstern | Max-domain of attraction | Product | Tail probability |
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