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Uniformly accurate quantile bounds for sums of arbitrary independent random variables

Klass, Michael J and Nowicki, Krzysztof LU (2010) In Journal of Theoretical Probability 23. p.1068-1091
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author
and
organization
publishing date
type
Contribution to journal
publication status
published
subject
keywords
Sum of independent random variables, Quantile approximation, Tail probabilities, Tail distributions, Hoffmann-Jørgensen/Klass–Nowicki inequality
in
Journal of Theoretical Probability
volume
23
pages
1068 - 1091
publisher
Springer
external identifiers
  • wos:000285305200007
  • scopus:78149501285
ISSN
1572-9230
DOI
10.1007/s10959-009-0254-2
language
English
LU publication?
yes
id
b33bb34a-abbe-4a43-9397-ef48522f0413 (old id 1502105)
date added to LUP
2016-04-01 13:41:01
date last changed
2025-10-14 09:15:37
@article{b33bb34a-abbe-4a43-9397-ef48522f0413,
  author       = {{Klass, Michael J and Nowicki, Krzysztof}},
  issn         = {{1572-9230}},
  keywords     = {{Sum of independent random variables; Quantile approximation; Tail
probabilities; Tail distributions; Hoffmann-Jørgensen/Klass–Nowicki
inequality}},
  language     = {{eng}},
  pages        = {{1068--1091}},
  publisher    = {{Springer}},
  series       = {{Journal of Theoretical Probability}},
  title        = {{Uniformly accurate quantile bounds for sums of arbitrary independent random variables}},
  url          = {{http://dx.doi.org/10.1007/s10959-009-0254-2}},
  doi          = {{10.1007/s10959-009-0254-2}},
  volume       = {{23}},
  year         = {{2010}},
}