Moderate deviations for the random weighted sums of WUOD random variables with consistently varying tails

DOI10.1080/03610926.2018.1543775MaRDI QIDQ5085595zbMATH OpenOpenAlexFDO

Authors Dawei Lu, Jinghai Feng, Xiaoyan Chen

Publication date 27 June 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2018.1543775

zbMATH Keywords

moderate deviationsrandom weighted sumsconsistently varying tailswidely upper orthant dependent

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50)

Cites work

• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
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• Moderate deviations for random sums of heavy-tailed random variables
• Moderate deviations for the random weighted sums of END random variables with consistently varying tails
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• On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
• Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
• Precise large deviations for sums of WUOD and \(\phi\)-mixing random variables with dominated variation
• Subexponentiality of the product of independent random variables
• Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate

Cited in

(2)

• scientific article; zbMATH DE number 4022270 (Why is no real title available?)
• Moderate deviations for random sums of heavy-tailed random variables

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