JOURNAL ARTICLE

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

Dingcheng WangQihe Tang

Year: 2004 Journal:   Statistics & Probability Letters Vol: 68 (3)Pages: 287-295   Publisher: Elsevier BV
Keywords:
Mathematics Maxima Random variable Statistical physics Heavy-tailed distribution Statistics Combinatorics Physics

Metrics

25
Cited By
2.02
FWCI (Field Weighted Citation Impact)
16
Refs
0.87
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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