Precise large deviations for widely orthant dependent random variables with different distributions
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Cites work
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 3798860 (Why is no real title available?)
- scientific article; zbMATH DE number 3274517 (Why is no real title available?)
- scientific article; zbMATH DE number 3290008 (Why is no real title available?)
- A contribution to the theory of large deviations for sums of independent random variables
- A note on a dependent risk model with constant interest rate
- An inequality of widely dependent random variables and its applications
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- Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
- Asymptotics for the finite-time ruin probability of a risk model with a general counting process
- 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
- Large deviations for sums of independent heavy-tailed random variables
- Large deviations of heavy-tailed sums with applications in insurance
- Large deviations of sums of independent random variables
- On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
- 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 dependent random variables with applications to the compound renewal risk model
- Precise large deviations for dependent random variables with heavy tails
- 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
- Precise large deviations for sums of random variables with consistently varying tails
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
- Probability inequalities for END sequence and their applications
- Some asymptotic results for one-sided large deviation probabilities
- Some concepts of negative dependence
- The consistency of the nearest neighbor estimator of the density function based on WOD samples
- The strong law of large numbers for extended negatively dependent random variables
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- Uniform asymptotics of the finite-time ruin probability for all times
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
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