Precise large deviations for sums of WUOD and -mixing random variables with dominated variation
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Publication:5154115
DOI10.1080/03610926.2018.1445864OpenAlexW2978104834MaRDI QIDQ5154115FDOQ5154115
Authors: Dawei Lu, Lixin Song, He'Nan Li 
Publication date: 1 October 2021
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1445864
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Large deviations (60F10) Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50)
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- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
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- Asymptotic results for multiplexing subexponential on-off processes
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- Large deviations for sum of UEND andφ-mixing random variables with heavy tails
Cited In (7)
- Precise large deviations for random sum of \(UEND\) and \(\varphi\)-mixing random variables
- Moderate deviations for the random weighted sums of WUOD random variables with consistently varying tails
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
- Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples
- Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails
- Precise large deviations for φ-mixing and UND random variables with long-tailed distributions
- Precise large deviations for widely orthant dependent random variables with different distributions
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