Multidimensional limit theorems allowing large deviations for densities of regular variation
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The paper is concerned with precise asymptotics for large deviation probabilities for sums of independent and identically distributed random vectors in the domain of normal attraction, whose common distribution has a density which satisfies a regular variation condition in the tails. Amongst other results, the conditional distribution of the projection of the sum in a second direction, conditional on an extreme deviation in a given direction, is examined.
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Cited in
(13)- Multidimensional large deviation local limit theorems
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