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"Percentiles of sums of heavy-tailed random variables: beyond the ..."

Lorenzo Hernández et al. (2014)

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DOI: 10.1007/S11222-013-9376-6

access: closed

type: Journal Article

metadata version: 2020-03-25

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  - journals/sac/HernandezTSC14
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  - https://dblp.org/rec/journals/sac/HernandezTSC14
Lorenzo Hernández, Jorge Tejero, Alberto Suárez, Santiago Carrillo-Menéndez:
Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation. Stat. Comput. 24(3): 377-397 (2014)

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