Precise large deviations for widely orthant dependent random variables with different distributions
From MaRDI portal
Publication:680876
DOI10.1186/s13660-018-1613-2zbMath1388.60068OpenAlexW2784282310WikidataQ47553960 ScholiaQ47553960MaRDI QIDQ680876
Miaomiao Gao, Lamei Chen, Kai Yong Wang
Publication date: 29 January 2018
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-018-1613-2
Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05) Large deviations (60F10)
Related Items (4)
Complete convergence for weighted sums of widely orthant-dependent random variables and its statistical application ⋮ Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models ⋮ Probability inequalities for sums of WUOD random variables and their applications ⋮ Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An inequality of widely dependent random variables and its applications
- Probability inequalities for END sequence and their applications
- Precise large deviations for dependent random variables with applications to the compound renewal risk model
- Uniform asymptotics of the finite-time ruin probability for all times
- A note on a dependent risk model with constant interest rate
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
- Basic renewal theorems for random walks with widely dependent increments
- Complete and complete moment convergence for weighted sums of widely orthant dependent random variables
- An introduction to copulas.
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Precise large deviations for negatively associated random variables with consistently varying tails
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
- Precise large deviations for dependent random variables with heavy tails
- Some concepts of negative dependence
- Large deviations of heavy-tailed sums with applications in insurance
- Large deviations for sums of independent heavy-tailed random variables
- Some asymptotic results for one-sided large deviation probabilities
- Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- The consistency of the nearest neighbor estimator of the density function based on WOD samples
- Asymptotics for the finite-time ruin probability of a risk model with a general counting process
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
- Precise large deviations for sums of random variables with consistently varying tails
- A contribution to the theory of large deviations for sums of independent random variables
- On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
- Large deviations of sums of independent random variables
This page was built for publication: Precise large deviations for widely orthant dependent random variables with different distributions