Precise large deviations for the difference of two sums of END random variables with heavy tails
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Publication:2980131
DOI10.1080/03610926.2015.1004094zbMath1360.60062OpenAlexW2530398273MaRDI QIDQ2980131
Zhiqiang Hua, Lixin Song, Dawei Lu, Xiaomeng Qi
Publication date: 27 April 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1004094
heavy-tailed distributionsprecise large deviationsextended negatively dependentdifference of two sums of random variables
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)
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