Tail asymptotic of Weibull-type risks
Probability
2014-12-12 v1
Abstract
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 findings of Schlueter and Fischer (2012) and Bose et al. (2012).
Keywords
Cite
@article{arxiv.1405.2455,
title = {Tail asymptotic of Weibull-type risks},
author = {E. Hashorva and Z. Weng},
journal= {arXiv preprint arXiv:1405.2455},
year = {2014}
}
Comments
In press, Statistics