Large deviations for sums of independent non identically distributed random variables

DOI10.1080/03610920802027438MaRDI QIDQ5494731zbMATH OpenOpenAlexFDO

Authors John Robinson, V. V. Petrov

Publication date 29 July 2014

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

Full work available at URL https://doi.org/10.1080/03610920802027438

zbMATH Keywords

asymptotic expansionsCramér's conditionlarge deviationlimit theoremssums of independent random variables

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Asymptotic distribution theory in statistics (62E20)

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• Probabilities of Large Deviations for Random Vectors

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(17)

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• Large deviations at the transition for sums of Weibull-like random variables
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• 2008 Pitman Medal
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• scientific article; zbMATH DE number 7621136 (Why is no real title available?)
• Large-deviation results for triangular arrays of semiexponential random variables
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• On sample-path moderate deviation principles for random walks
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