Tail asymptotic of Weibull-type risks

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Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Tail asymptotic of Weibull-type risks
Journal
Statistics
Author(s)
Hashorva E., Weng Z.
ISSN
0233-1888 (Print)
1029-4910 (Electronic)
Publication state
Published
Issued date
2014
Peer-reviewed
Oui
Volume
48
Number
5
Pages
1155-1165
Language
english
Abstract
With motivation from Arendarczyk and Debicki (2011), in this paper we derive the tail asymptotics of the product of two dependent Weibull-type risks, which is of interest in various statistical and applied probability problems. Our results extend some recent fndings of Schlueter and Fischer (2012) and Bose et al. (2012).
Keywords
Weibull-type risks, FGM distribution, Gumbel max-domain of attraction, Supremum of Brownian motion, Elliptical distribution.
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08/02/2013 11:28
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20/08/2019 13:56
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