| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10525836 | Statistics & Probability Letters | 2013 | 6 Pages |
Abstract
Let X and Y be two nonnegative dependent random variables according to a copula function. Under appropriate conditions, the closure property of the product XY is derived when X belongs to class S and R, respectively. Some examples are provided to illustrate the impact of the dependence structure on the tail behavior of the product.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Haizhong Yang, Suting Sun,