Yang, Yingying; Hu, Shuhe; Wu, Tao - In: Statistics & Probability Letters 81 (2011) 12, pp. 1876-1882
In this article, we investigate the tail probability of the product of finitely many non-negative dependent random variables. They follow distributions from max-domains of attraction of extreme value distributions and their dependence is modeled via a multivariate Farlie–Gumbel–Morgenstern...