Precise large deviations for widely orthant dependent random variables with different distributions (Q680876): Difference between revisions

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+Q4726487
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+Large deviations of heavy-tailed sums with applications in insurance
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+A contribution to the theory of large deviations for sums of independent random variables
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+Q5560087
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+Normal rank
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+Large deviations of sums of independent random variables
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+Precise large deviations for sums of random variables with consistently varying tails
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+Some asymptotic results for one-sided large deviation probabilities
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+Large deviations for sums of independent heavy-tailed random variables
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+Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
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+Some concepts of negative dependence
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+Precise large deviations for dependent random variables with heavy tails
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+On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
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+Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
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+Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
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+The consistency of the nearest neighbor estimator of the density function based on WOD samples
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+Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
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+Precise large deviations for negatively associated random variables with consistently varying tails
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+Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
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+Precise large deviations for dependent random variables with applications to the compound renewal risk model
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+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
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