Local precise large deviations for sums of random variables with O-regularly varying densities

DOI10.1016/J.SPL.2010.06.011MaRDI QIDQ990926zbMATH OpenOpenAlexFDO

Authors Yang Yang, Remigijus Leipus, Jonas Šiaulys

Publication date 1 September 2010

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.06.011

zbMATH Keywords

dominatedly varying tail\(O\)-regularly varying functionconsistently varying tailregular densitylocal precise large deviations

Mathematics Subject Classification ID

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

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Cites work

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• Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
• Integral Limit Theorems Taking Large Deviations Into Account When Cramér’s Condition Does Not Hold. II
• Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
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• Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
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Cited in

(9)

• scientific article; zbMATH DE number 6452665 (Why is no real title available?)
• Local max-sum equivalence of random variables with Bernstein copula
• Precise local large deviations for heavy-tailed random sums with applications to risk models
• On the almost decrease of a subexponential density
• Local precise large and moderate deviations for sums of independent random variables
• On preserving the limit points of corresponding objects
• Quantitative bounds for large deviations of heavy tailed random variables
• Ein lokaler Grenzwertsatz für Wahrscheinlichkeiten großer Abweichungen
• Some discussions on the local distribution classes

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