Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 34, No. 1 (Mar., 1972), pp. 9-16 (8 pages) An exponential bound is obtained for probabilities of large deviations in a strictly ...
This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...
The Annals of Mathematical Statistics, Vol. 41, No. 2 (Apr., 1970), pp. 710-712 (3 pages) A limit theorem for random sums of independent random elements of D[ 0, 1] is proved. The theorem extends and ...
This course is compulsory on the BSc in Mathematics, Statistics and Business. This course is available on the BSc in Data Science, BSc in Mathematics with Data Science, Erasmus Reciprocal Programme of ...
This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...
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