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 ...
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 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 ...
This course is available on the BSc in Data Science, BSc in Mathematics with Data Science and BSc in Mathematics, Statistics and Business. This course is available as an outside option to students on ...