Under minimal moment conditions complete asymptotic expansions are obtained for expectations of unbounded functions of a finite family of independent random variables in the Poissonian setting when ...
This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...
Stein's method has emerged as a critical framework in the study of distributional approximations, providing quantitative bounds between probability distributions through the formulation and solution ...
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