JOURNAL ARTICLE
Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
Kaiyong WangYang YangJin‐Guan Lin
Year: 2012 Journal: Frontiers of Mathematics in China Vol: 7 (5)Pages: 919-932 Publisher: Higher Education Press
Keywords:
Orthant Mathematics Statistics Statistical physics Applied mathematics
Metrics
28
Cited By
2.68
FWCI (Field Weighted Citation Impact)
27
Refs
0.90
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Probability and Risk Models
Social Sciences → Decision Sciences → Management Science and Operations Research
Stochastic processes and statistical mechanics
Physical Sciences → Mathematics → Mathematical Physics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
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