Uniformly accurate quantile bounds for sums of arbitrary independent random variables
(2010) In Journal of Theoretical Probability 23. p.1068-1091
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1502105
- author
- Klass, Michael J and Nowicki, Krzysztof LU
- organization
- publishing date
- 2010
- 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
- 2022-01-27 20:26:22
@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}},
}