Tails of higher-order moments with dominatedly varying summands∗
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DOI: 10.1007/s10986-019-09444-x
Abstract: Let ξ1, . . . , ξn be dependent real-valued random variables with dominatedly varying distribution functions. We investigate the asymptotic behavior of the tail-moment E\( \left({\left({S}_n^{\xi}\right)}^m{1}_{\left\{{S}_n^{\upxi}>x\right\}}\right) \), where m is a nonnegative integer, and… read more here.
Keywords: order moments; dominatedly varying; higher order; tails higher ... See more keywords