Precise large deviations for sums of negatively associated heavy-tailed random variables in D L

zbMATH Open1209.62119MaRDI QIDQ3051637FDOQ3051637

Authors: Shijie Wang, Wensheng Wang 

Publication date: 5 November 2010

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zbMATH Keywords

sums of random variables

Mathematics Subject Classification ID

Large deviations (60F10) Statistics of extreme values; tail inference (62G32)

Cited In (7)

• Closure property of random sum and its maximum of random variables from class \(\mathcal{D}\) based on precise large deviation principles
• Large deviations for random variables with two-sided distributions
• Moderate deviations for negatively associated random sums of heavy tailed random variables
• Precise large deviations for sums of negatively quadrant dependent random variables belonging to the \(\mathcal{D}\) class
• Some conclusions about heavy-tailed subclasses and refined large deviations
• Precise large deviations for negatively associated random variables with consistently varying tails
• Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails

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