Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables

DOI10.1016/J.SPL.2012.09.019zbMATH Open1260.60046OpenAlexW1985495511MaRDI QIDQ1933747FDOQ1933747

Authors: Wei He, Dongya Cheng, Yuebao Wang 

Publication date: 25 January 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.09.019

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zbMATH Keywords

random sumsdependence structureprecise large deviationsasymptotic lower boundnon-random sums

Mathematics Subject Classification ID

Large deviations (60F10)

Cited In (33)

• An exponential inequality and its application to \(M\) estimators in multiple linear models
• Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models
• Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications
• Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
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• Complete consistency and convergence rate of the nearest neighbor estimator of the density function based on WOD samples
• Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper orthant dependent claims
• The inverse moment for widely orthant dependent random variables
• The consistency for the weighted estimator of non-parametric regression model based on widely orthant-dependent errors
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• On the strong convergence of weighted sums of widely dependent random variables
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• On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
• Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails
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• Refined bounds for the non-Archimedean \(\epsilon\) in DEA
• The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors
• On consistency of the weighted least squares estimators in a semiparametric regression model
• Asymptotic bounds for precise large deviations in a compound risk model under dependence structures
• Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force
• Strong law of large numbers and complete convergence for non-identically distributed WOD random variables
• Precise large deviations for widely orthant dependent random variables with different distributions

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