Precise large deviations for sums of dependent random variables with subexponential distribution
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Cites work
- Asymptotic normality of trimmed sums of -mixing random variables
- Elements of Copula Modeling with R
- Exponential inequalities for sums of unbounded ϕ-mixing sequence and their applications
- scientific article; zbMATH DE number 700619 (Why is no real title available?)
- Large deviations for heavy-tailed random sums in compound renewal model
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- Large deviations of sums of independent random variables
- Perturbations of copulas and mixing properties
- Precise large deviation results for the total claim amount under subexponential claim sizes
- Precise large deviations for sums of random variables with consistently varying tails
- Precise large deviations for sums of WUOD and -mixing random variables with dominated variation
- Precise large deviations for widely orthant dependent random variables with different distributions
- Some aspects of modeling dependence in copula-based Markov chains
- Some asymptotic results for one-sided large deviation probabilities
- Strong uniform convergence for the estimator of the regression function under -mixing condi\-tions.
- Sums of Dependent Nonnegative Random Variables with Subexponential Tails
- Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
- The strong law of large numbers for extended negatively dependent random variables
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
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