scientific article; zbMATH DE number 5846891

MaRDI QIDQ3071882zbMATH OpenFDO

Authors Shijie Wang

Publication date 5 February 2011

zbMATH Keywords

consistently varying taildominately varying taillong tailprecise large deviationupper negatively dependent

Mathematics Subject Classification ID

Large deviations (60F10)

Recommendations

• Precise large deviations for random sums of extended negatively dependent random variables with consistently varying tails
• Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails
• Large deviations for random sums of negatively dependent random variables with consistently varying tails
• Precise large deviations of random sums in presence of negative dependence and consistent variation
• Precise large deviations for sums of independent random variables with consistently varying tails
• Precise large deviations for sums of negatively dependent random variables with common long-tailed distributions
• Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
• Precise large deviations for sums of non-identical distributed and widely upper orthant dependent random variables with long tails
• Precise large deviations for sums of random variables with consistently varying tails
• Precise large deviations for sums of random vectors with dependent components of consistently varying tails

Cited in

(12)

• Precise large deviations for random sums of END real-valued random variables with consistent variation
• Precise large deviations for sums of random vectors with dependent components of consistently varying tails
• Precise large deviations for sums of negatively dependent random variables with common long-tailed distributions
• Precise large deviations for sums of widely upper orthant dependent random variables
• Precise large deviations for random sums of extended negatively dependent random variables with consistently varying tails
• Precise large deviations for sums of negatively associated heavy-tailed random variables in \(\mathcal{D}\cap \mathcal{L}\)
• Precise large deviations for sums of negatively quadrant dependent random variables belonging to the \(\mathcal{D}\) class
• Insensitivity to negative dependence of the asymptotic behavior of precise 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
• Large deviations for random sums of negatively dependent random variables with consistently varying tails
• Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3071882)