Precise large deviations for dependent random variables with heavy tails
From MaRDI portal
Recommendations
- Precise large deviations for random sums of END random variables with dominated variation
- Precise large deviation for random sums of END random variables with dominatedly varying tails
- Precise large deviations for sums of negatively dependent random variables with common long-tailed distributions
- Precise large deviations for random sums of extended negatively dependent random variables with consistently varying tails
- Precise large deviations for dependent random variables with applications to the compound renewal risk model
Cites work
- Asymptotic results for multiplexing subexponential on-off processes
- scientific article; zbMATH DE number 3738722 (Why is no real title available?)
- scientific article; zbMATH DE number 3636621 (Why is no real title available?)
- scientific article; zbMATH DE number 482616 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 3290008 (Why is no real title available?)
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
- Intermediate Regular and Π Variation
- Large deviations for heavy-tailed random sums in compound renewal model
- Large deviations of heavy-tailed sums with applications in insurance
- Large deviations of sums of independent random variables
- Limit distributions for sums of independent random vectors. Heavy tails in theory and practice
- Maxima of sums and random sums for negatively associated random variables with heavy tails
- Negative association of random variables, with applications
- Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift
- On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Precise large deviations for sums of random variables with consistently varying tails
- Refined Large Deviation Limit Theorems
- Ruin probabilities in perturbed risk models
- Some asymptotic results for one-sided large deviation probabilities
- Some Concepts of Dependence
- Some concepts of negative dependence
- Subexponentiality of the product of independent random variables
- Sums of Dependent Nonnegative Random Variables with Subexponential Tails
- Tail behavior of negatively associated heavy-tailed sums
Cited in
(only showing first 100 items - show all)- Weighted version of strong law of large numbers for a class of random variables and its applications
- Large deviation estimates involving deformed exponential functions
- Complete convergence and complete moment convergence for maximal weighted sums of extended negatively dependent random variables
- Complete moment convergence for arrays of rowwise widely orthant dependent random variables
- Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications
- Equivalent conditions of complete convergence and complete moment convergence for END random variables
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
- On consistency of the weighted least squares estimators in a semiparametric regression model
- Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- Precise large deviations for random sums of END real-valued random variables with consistent variation
- Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims
- Extreme negative dependence and risk aggregation
- The consistency for the estimators of semiparametric regression model with dependent samples
- Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples
- On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables
- Complete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression models
- On consistency of wavelet estimator in nonparametric regression models
- Consistency of the Priestley-Chao estimator in nonparametric regression model with widely orthant dependent errors
- Theorems of complete convergence and complete integral convergence for END random variables under sub-linear expectations
- Complete moment convergence of extended negatively dependent random variables
- Complete moment convergence of moving average processes for m-WOD sequence
- Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors
- Complete moment convergence for randomly weighted sums of arrays of rowwise \(m_n\)-extended negatively dependent random variables and its applications
- Strong law of large numbers for weighted sums of random variables and its applications in EV regression models
- Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models
- Strong representations of the Kaplan-Meier estimator and hazard estimator with censored widely orthant dependent data
- Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations
- Several properties of a nonstandard renewal counting process and their applications
- Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications
- Strong laws for weighted sums of m-extended negatively dependent random variables and its applications
- Strong law of large numbers for pair-wise extended lower/upper negatively dependent random variables
- Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure
- Complete convergence for Sung's type weighted sums of END random variables
- Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models
- Complete \(q\)-th moment convergence and its statistical applications
- On the consistency of the P-C estimator in a nonparametric regression model
- Complete \(f\)-moment convergence for extended negatively dependent random variables
- On complete consistency for the weighted estimator of nonparametric regression models
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
- Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations
- The exponential moment tail of inhomogeneous renewal process
- The consistency of the nearest neighbor estimator of the density function based on WOD samples
- Complete convergence theorems for extended negatively dependent random variables
- Equivalent conditions of complete moment convergence for extended negatively dependent random variables
- Asymptotics for the finite-time ruin probability of a risk model with a general counting process
- A note on weighted infinite sums of dependent regularly varying tailed random variables
- Complete convergence of randomly weighted END sequences and its application
- The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors
- Precise large deviations for a customer-based individual risk model
- Precise large deviations of aggregate claims in a risk model with regression-type size-dependence
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands
- On complete convergence and the strong law of large numbers for pairwise independent random variables
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
- Exponential probability inequalities for WNOD random variables and their applications
- Precise large deviations of aggregate loss process in a risk model based on the policy entrance process
- Asymptotics for the partial sum and its maximum of dependent random variables
- Exponential probability inequality for \(m\)-END random variables and its applications
- Complete moment convergence for product sums of sequence of extended negatively dependent random variables
- Complete consistency for the estimator of nonparametric regression model based on \(m\)-END errors
- Consistency of nearest neighbor estimator of density function for \(m\)-END samples
- Complete moment convergence for weighted sums of widely orthant-dependent random variables and its application in nonparametric regression models
- Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
- Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times
- Asymptotics for randomly weighted and stopped dependent sums
- Large deviations for sum of UEND andφ-mixing random variables with heavy tails
- Precise large deviations for aggregate claims
- Convergence for weighted sums of widely orthant dependent random variables
- Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims
- An inequality of widely dependent random variables and its applications
- Weak max-sum equivalence for dependent heavy-tailed random variables
- Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model
- Complete convergence for weighted sums of END random variables and its application to nonparametric regression models
- On the strong convergence of weighted sums of widely dependent random variables
- Complete convergence for weighted sums and arrays of rowwise extended negatively dependent random variables
- Precise large deviations for sums of random variables with consistent variation in dependent multi-risk models
- A moderate deviation for associated random variables
- Asymptotics for tail probability of random sums with a heavy-tailed number and dependent increments
- Precise large deviations of aggregate claims in a discrete-time risk model with Poisson ARCH claim-number process
- On complete convergence for an extended negatively dependent sequence
- L^r convergence for weighted sums of extended negatively dependent random variables
- Precise large deviations of aggregate claims in a compound size-dependent renewal risk model
- Complete convergence for weighted sums of extended negatively dependent random variables
- Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails
- Hajek-Renyi-type inequality and strong law of large numbers for END sequences
- Precise large deviations for the difference of two sums of END random variables with heavy tails
- Precise large deviation for random sums of END random variables with dominatedly varying tails
- The inverse moment for widely orthant dependent random variables
- The strong law of large numbers for extended negatively dependent random variables
- On stochastic dominance and the strong law of large numbers for dependent random variables
- Almost sure convergence for weighted sums of extended negatively dependent random variables
- Randomly weighted sums of pairwise quasi upper-tail independent increments with application to risk theory
- On the exponential inequality for acceptable random variables
- Precise large deviations for compound random sums in the presence of dependence structures
- 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 for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims
- Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails
This page was built for publication: Precise large deviations for dependent random variables with heavy tails
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1017834)
