Moderate deviations for sums of dependent claims in a size-dependent renewal risk model.
- Published in:
- Communications in Statistics: Theory & Methods, 2017, v. 46, n. 7, p. 3235, doi. 10.1080/03610926.2015.1060338
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- Publication type:
- Article
Works by Shen, Xinmei
Results: 13
1
2
Precise large deviations for sums of two-dimensional random vectors with dependent components of heavy tails.
- Published in:
- Communications in Statistics: Theory & Methods, 2016, v. 45, n. 21, p. 6357, doi. 10.1080/03610926.2013.839794
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- Publication type:
- Article
3
Asymptotic Distributions of Innovation Density Estimators in Linear Processes.
- Published in:
- Communications in Statistics: Theory & Methods, 2008, v. 37, n. 14, p. 2262, doi. 10.1080/03610920701877586
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- Publication type:
- Article
4
APPROXIMATION OF THE TAIL PROBABILITIES FOR BIDIMENSIONAL RANDOMLY WEIGHTED SUMS WITH DEPENDENT COMPONENTS.
- Published in:
- Probability in the Engineering & Informational Sciences, 2020, v. 34, n. 1, p. 112, doi. 10.1017/S0269964818000414
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- Publication type:
- Article
5
Asymptotic Finite-Time Ruin Probabilities for a Multidimensional Risk Model with Subexponential Claims.
- Published in:
- Methodology & Computing in Applied Probability, 2024, v. 26, n. 3, p. 1, doi. 10.1007/s11009-024-10103-z
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- Publication type:
- Article
6
Uniform Approximation for the Tail Behavior of Bidimensional Randomly Weighted Sums.
- Published in:
- Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10000-x
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- Publication type:
- Article
7
Approximation of the Tail Probability of Dependent Random Sums Under Consistent Variation and Applications.
- Published in:
- Methodology & Computing in Applied Probability, 2013, v. 15, n. 1, p. 165, doi. 10.1007/s11009-011-9232-0
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- Publication type:
- Article
8
Precise large deviations for sums of random vectors with dependent components of consistently varying tails.
- Published in:
- Frontiers of Mathematics in China, 2017, v. 12, n. 3, p. 711, doi. 10.1007/s11464-017-0635-2
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- Publication type:
- Article
9
Some multivariate goodness-of-fit tests based on data depth.
- Published in:
- Journal of Applied Statistics, 2012, v. 39, n. 2, p. 385, doi. 10.1080/02664763.2011.594033
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- Publication type:
- Article
10
Approximation of Beta-Jacobi Ensembles by Beta-Laguerre Ensembles.
- Published in:
- Frontiers of Mathematics, 2023, v. 18, n. 1, p. 225, doi. 10.1007/s11464-020-0018-y
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- Publication type:
- Article
11
Moderate deviations for multidimensional aggregate claims with arbitrary dependence between claim sizes and waiting times.
- Published in:
- Communications in Statistics: Theory & Methods, 2025, v. 54, n. 10, p. 3076, doi. 10.1080/03610926.2024.2384555
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- Publication type:
- Article
12
Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims.
- Published in:
- Communications in Statistics: Theory & Methods, 2023, v. 52, n. 19, p. 6878, doi. 10.1080/03610926.2022.2034868
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- Publication type:
- Article
13
Some improved tail bounds for the sum of variables with geometric distribution.
- Published in:
- Communications in Statistics: Theory & Methods, 2020, v. 49, n. 22, p. 5427, doi. 10.1080/03610926.2019.1618476
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- Publication type:
- Article