Article ID Journal Published Year Pages File Type
1154357 Statistics & Probability Letters 2015 10 Pages PDF
Abstract

In this paper, asymptotic behaviors of convolutions of distributions belonging to two classes of distributions with light tails are considered. The precise second-order tail asymptotics of the convolutions are derived under the condition of second-order regular variation.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Second-order asymptotics for convolution of distributions with light tails
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