Precise large deviations for widely orthant dependent random variables with different distributions
From MaRDI portal
Publication:680876
DOI10.1186/S13660-018-1613-2zbMATH Open1388.60068OpenAlexW2784282310WikidataQ47553960 ScholiaQ47553960MaRDI QIDQ680876FDOQ680876
Authors: Miaomiao Gao, Lamei Chen, Kaiyong Wang 
Publication date: 29 January 2018
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-018-1613-2
Recommendations
- Precise large deviations for sums of widely upper orthant dependent random variables
- Precise large deviations for sums of non-identical distributed and widely upper orthant dependent random variables with long tails
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
- 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 sums of WUOD and \(\phi\)-mixing random variables with dominated variation
Probability distributions: general theory (60E05) Large deviations (60F10) Asymptotic distribution theory in statistics (62E20)
Cites Work
- An introduction to copulas.
- Title not available (Why is that?)
- Some concepts of negative dependence
- Precise large deviations for dependent random variables with heavy tails
- Large deviations of heavy-tailed sums with applications in insurance
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
- The strong law of large numbers for extended negatively dependent random variables
- Probability inequalities for END sequence and their applications
- Uniform asymptotics of the finite-time ruin probability for all times
- A note on a dependent risk model with constant interest rate
- Precise large deviations for sums of random variables with consistently varying tails
- A contribution to the theory of large deviations for sums of independent random variables
- On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
- Basic renewal theorems for random walks with widely dependent increments
- Complete and complete moment convergence for weighted sums of widely orthant dependent random variables
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
- The consistency of the nearest neighbor estimator of the density function based on WOD samples
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- An inequality of widely dependent random variables and its applications
- Title not available (Why is that?)
- Large deviations of sums of independent random variables
- Precise large deviations for dependent random variables with applications to the compound renewal risk model
- Precise large deviations for negatively associated random variables with consistently varying tails
- Title not available (Why is that?)
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
- Large deviations for sums of independent heavy-tailed random variables
- Some asymptotic results for one-sided large deviation probabilities
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
- Asymptotics for the finite-time ruin probability of a risk model with a general counting process
- Title not available (Why is that?)
Cited In (8)
- Probability inequalities for sums of WUOD random variables and their applications
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
- Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models
- Precise large deviations for sums of widely upper orthant dependent random variables
- Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails
- Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables
- Precise large deviations for sums of non-identical distributed and widely upper orthant dependent random variables with long tails
- Complete convergence for weighted sums of widely orthant-dependent random variables and its statistical application
This page was built for publication: Precise large deviations for widely orthant dependent random variables with different distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q680876)
