Precise large deviations for dependent random variables with heavy tails
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Cites work
- scientific article; zbMATH DE number 3738722 (Why is no real title available?)
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- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
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- scientific article; zbMATH DE number 3290008 (Why is no real title available?)
- Asymptotic results for multiplexing subexponential on-off processes
- 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 Concepts of Dependence
- Some asymptotic results for one-sided large deviation probabilities
- 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)- Consistency of nearest neighbor estimator of density function for \(m\)-END samples
- Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails
- Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims
- Web renewal counting processes and their applications in insurance
- Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications
- Moderate deviations for the random weighted sums of END random variables with consistently varying tails
- Asymptotics for tail probability of random sums with a heavy-tailed number and dependent increments
- Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications
- Complete moment convergence and mean convergence for arrays of rowwise extended negatively dependent random variables
- Complete convergence and complete moment convergence for extended negatively dependent random variables
- Probability inequalities for sums of WUOD random variables and their applications
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk 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
- Complete moment convergence for product sums of sequence of extended negatively dependent random variables
- Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims
- On complete convergence for Stout's type weighted sums of MOD sequence
- Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables
- Complete convergence for weighted sums of WNOD random variables and its applications
- Precise large deviations of aggregate claims in a discrete-time risk model with Poisson ARCH claim-number process
- Consistency of the P–C estimator in non parametric regression model based on m-END errors
- On the exponential inequality for acceptable random variables
- Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations
- Precise large deviations for sums of random variables with consistent variation in dependent multi-risk models
- Probability inequalities for END sequence and their applications
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
- Uniform asymptotics of the finite-time ruin probability for all times
- Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications
- Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
- Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times
- Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims
- Extended precise large deviations of random sums in the presence of END structure and consistent variation
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model
- On complete and complete moment convergence for weighted sums of widely orthant dependent random variables
- scientific article; zbMATH DE number 38824 (Why is no real title available?)
- On consistency of LS estimators in the errors-in-variable regression model
- The exponential moment tail of inhomogeneous renewal process
- Precise large deviations for random sum of \(UEND\) and \(\varphi\)-mixing random variables
- Complete moment convergence for randomly weighted sums of arrays of rowwise \(m_n\)-extended negatively dependent random variables and its applications
- Precise large deviations for random sums of END random variables with dominated variation
- Asymptotics for randomly weighted and stopped dependent sums
- Large deviations for randomly weighted least squares estimator in a nonlinear regression model
- Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of \(R\)-\(h\)-integrability and its applications
- On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables
- Negative association and negative dependence for random upper semicontinuous functions, with applications
- ℒ_p-convergence for weighted sums of arrays of rowwise extended negatively dependent random variables
- Strong laws for weighted sums of m-extended negatively dependent random variables and its applications
- On closure properties of heavy-tailed distributions for random sums
- Basic renewal theorems for random walks with widely dependent increments
- Complete and complete moment convergence for weighted sums of widely orthant dependent random variables
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
- Asymptotic properties of Kaplan–Meier estimator and hazard estimator for censored survival time with LENQD data
- Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models
- A general result on complete f -moment convergence with its application to nonparametric regression models
- Complete convergence for maximum of weighted sums of WNOD random variables and its application
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- An inequality of widely dependent random variables and its applications
- Weak max-sum equivalence for dependent heavy-tailed random variables
- Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models
- Complete moment convergence for moving average process based on m-WOD random variables
- Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands
- Large deviation estimates involving deformed exponential functions
- Complete convergence and complete moment convergence for maximal randomly weighted sums of widely orthant-dependent random variables with applications
- Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
- Complete moment convergence for randomly weighted sums of END sequences and its applications
- On the ruin probability in a dependent discrete time risk model with insurance and financial risks
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
- 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
- Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables
- Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples
- Complete convergence for weighted sums of extended negatively dependent random variables
- A moderate deviation for associated random variables
- Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences
- Complete and complete moment convergence with applications to the EV regression models
- Complete consistency of estimators for regression models based on extended negatively dependent errors
- Complete consistency and convergence rate of the nearest neighbor estimator of the density function based on WOD samples
- The inverse moment for widely orthant dependent random variables
- Strong representations of the Kaplan-Meier estimator and hazard estimator with censored widely orthant dependent data
- Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper orthant dependent claims
- 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
- Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times
- The consistency for the estimators of semiparametric regression model with dependent samples
- L r convergence for arrays of rowwise m -extended negatively dependent random variables
- Complete f -moment convergence for randomly weighted sums of extended negatively dependent random variables
- Complete convergence and complete moment convergence for maximal weighted sums of arrays of rowwise extended negatively dependent random variables with statistical applications
- Complete consistency for the weighted least squares estimators in semiparametric regression models
- Elementary renewal theorems for widely dependent random variables with applications to precise large deviations
- The Kolmogrov–Feller type weak law of large numbers for APND random variables
- Asymptotics for the finite-time ruin probability of a risk model with a general counting process
- Complete and complete \(f\)-moment convergence for arrays of rowwise END random variables and some applications
- Equivalent conditions of complete moment convergence for extended negatively dependent random variables
- On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables
- The consistency for the weighted estimator of non-parametric regression model based on widely orthant-dependent errors
- The strong law of large numbers for extended negatively dependent random variables
- Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples
- Complete convergence for weighted sums and arrays of rowwise extended negatively dependent random variables
- On complete convergence for an extended negatively dependent sequence
- Asymptotic results for ruin probability of a two-dimensional renewal risk model
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