Pages that link to "Item:Q1933747"
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The following pages link to Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables (Q1933747):
Displaying 28 items.
- The large deviation for the least squares estimator of nonlinear regression model based on WOD errors (Q281255) (← links)
- An inequality of widely dependent random variables and its applications (Q282126) (← links)
- The inverse moment for widely orthant dependent random variables (Q300528) (← links)
- Precise large deviations for widely orthant dependent random variables with different distributions (Q680876) (← links)
- Complete and complete moment convergence for weighted sums of widely orthant dependent random variables (Q741233) (← links)
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models (Q1725419) (← links)
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors (Q1739325) (← links)
- On consistency of the weighted least squares estimators in a semiparametric regression model (Q1785797) (← links)
- The asymptotic properties for the estimators of the survival function and failure rate function based on WOD samples (Q2029228) (← links)
- Precise large deviations for the aggregate claims in a dependent compound renewal risk model (Q2068032) (← links)
- An exponential inequality and its application to \(M\) estimators in multiple linear models (Q2208383) (← links)
- The consistency of the nearest neighbor estimator of the density function based on WOD samples (Q2345497) (← links)
- The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors (Q2412818) (← links)
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models (Q2513943) (← links)
- On the strong convergence of weighted sums of widely dependent random variables (Q2832643) (← links)
- Precise large deviations of aggregate claim amount in a dependent renewal risk model (Q2978999) (← links)
- Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails (Q2979978) (← links)
- Precise large deviations for the difference of two sums of END random variables with heavy tails (Q2980131) (← links)
- Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications (Q4584695) (← links)
- Complete consistency and convergence rate of the nearest neighbor estimator of the density function based on WOD samples (Q4992493) (← links)
- Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims (Q5077245) (← links)
- Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force (Q5080280) (← links)
- Strong law of large numbers and complete convergence for non-identically distributed WOD random variables (Q5083449) (← links)
- Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of <i>R</i> − <i>h</i>-integrability and its applications (Q5087033) (← links)
- On complete and complete moment convergence for weighted sums of widely orthant dependent random variables (Q5088139) (← links)
- THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS (Q5242844) (← links)
- Asymptotic bounds for precise large deviations in a compound risk model under dependence structures (Q5858265) (← links)
- Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times (Q6165364) (← links)