Large deviations for sum of UEND andφ-mixing random variables with heavy tails
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Publication:2811419
DOI10.1080/03610926.2013.873134zbMath1339.60022OpenAlexW1973072893MaRDI QIDQ2811419
Dawei Lu, Tao Zhang, Lixin Song
Publication date: 10 June 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.873134
large deviationsheavy tails\(\phi\)-mixing propertyupper extended negative dependent random variables
Related Items (3)
Asymptotic properties of M estimators in classical linear models with φ -mixing random errors ⋮ Precise large deviations for sums of WUOD and φ-mixing random variables with dominated variation ⋮ Complete moment convergence for randomly weighted sums of arrays of rowwise \(m_n\)-extended negatively dependent random variables and its applications
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