We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated ...
A class of linear combinations of order statistics (LCOSs) based on a random sample drawn from an arbitrary distribution is represented as a sum of independent and identically distributed random ...
This section provides an overview of a likelihood-based approach to general linear mixed models. This approach simplifies and unifies many common statistical analyses, including those involving ...