Precise large deviations for dependent random variables with heavy tails

Statistics & Probability Letters ◽

10.1016/j.spl.2009.02.001 ◽

2009 ◽

Vol 79 (9) ◽

pp. 1290-1298 ◽

Author(s):

Li Liu

Keyword(s):

Large Deviations ◽

Heavy Tails ◽

Random Variables ◽

Precise Large Deviations ◽

Dependent Random Variables

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Elementary renewal theorems for widely dependent random variables with applications to precise large deviations

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2019.1586947 ◽

2019 ◽

Vol 49 (14) ◽

pp. 3352-3374

Author(s):

Yuebao Wang ◽

Dongya Cheng

Keyword(s):

Large Deviations ◽

Random Variables ◽

Precise Large Deviations ◽

Dependent Random Variables

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Precise large deviations for widely orthant dependent random variables with dominatedly varying tails

Frontiers of Mathematics in China ◽

10.1007/s11464-012-0227-0 ◽

2012 ◽

Vol 7 (5) ◽

pp. 919-932 ◽

Author(s):

Kaiyong Wang ◽

Yang Yang ◽

Jinguan Lin

Keyword(s):

Large Deviations ◽

Random Variables ◽

Precise Large Deviations ◽

Dependent Random Variables ◽

Dominatedly Varying Tails ◽

Widely Orthant Dependent

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Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails

Statistics & Probability Letters ◽

10.1016/j.spl.2008.06.007 ◽

2008 ◽

Vol 78 (18) ◽

pp. 3222-3229 ◽

Author(s):

Xinmei Shen ◽

Zhengyan Lin

Keyword(s):

Large Deviations ◽

Random Variables ◽

Weighted Sums ◽

Precise Large Deviations ◽

Dependent Random Variables ◽

Randomly Weighted Sums ◽

Negatively Dependent Random Variables

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Precise Large Deviations for Sums of Widely Upper Orthant Dependent Random Variables

Acta Analysis Functionalis Applicata ◽

10.3724/sp.j.1160.2013.00345 ◽

2013 ◽

Vol 15 (4) ◽

pp. 345

Author(s):

Zhiqiang HUA ◽

Shaohua YANG ◽

Xinyong SHI

Keyword(s):

Large Deviations ◽

Random Variables ◽

Precise Large Deviations ◽

Dependent Random Variables

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Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-Tailed Distributions

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2011.581186 ◽

2011 ◽

Vol 40 (19-20) ◽

pp. 3663-3671 ◽

Author(s):

Dimitrios G. Konstantinides ◽

Fotis Loukissas

Keyword(s):

Large Deviations ◽

Random Variables ◽

Precise Large Deviations ◽

Dependent Random Variables ◽

Negatively Dependent Random Variables

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Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables

Statistics & Probability Letters ◽

10.1016/j.spl.2012.09.019 ◽

2013 ◽

Vol 83 (1) ◽

pp. 331-338 ◽

Author(s):

Wei He ◽

Dongya Cheng ◽

Yuebao Wang

Keyword(s):

Large Deviations ◽

Lower Bounds ◽

Random Variables ◽

Precise Large Deviations ◽

Dependent Random Variables

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Precise large deviations for widely orthant dependent random variables with different distributions

Journal of Inequalities and Applications ◽

10.1186/s13660-018-1613-2 ◽

2018 ◽

Vol 2018 (1) ◽

Author(s):

Miaomiao Gao ◽

Kaiyong Wang ◽

Lamei Chen

Keyword(s):

Large Deviations ◽

Random Variables ◽

Precise Large Deviations ◽

Dependent Random Variables ◽

Widely Orthant Dependent

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Precise large deviations for the difference of two sums of END random variables with heavy tails

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2015.1004094 ◽

2016 ◽

Vol 46 (2) ◽

pp. 736-746 ◽

Author(s):

Zhiqiang Hua ◽

Lixin Song ◽

Dawei Lu ◽

Xiaomeng Qi

Keyword(s):

Large Deviations ◽

Heavy Tails ◽

Random Variables ◽

Precise Large Deviations ◽

End Random Variables ◽

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Precise large deviations for dependent random variables with applications to the compound renewal risk model

Rocky Mountain Journal of Mathematics ◽

10.1216/rmj-2013-43-4-1395 ◽

2013 ◽

Vol 43 (4) ◽

pp. 1395-1414 ◽

Author(s):

Yang Yang ◽

Kaiyong Wang

Keyword(s):

Large Deviations ◽

Random Variables ◽

Precise Large Deviations ◽

Dependent Random Variables ◽

Renewal Risk Model ◽

Renewal Risk ◽

Compound Renewal Risk Model

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Large deviations and moderate deviations for sums of negatively dependent random variables

Acta Mathematica Scientia ◽

10.1016/s0252-9602(11)60234-8 ◽

2011 ◽

Vol 31 (1) ◽

pp. 344-352 ◽

Author(s):

Liu Li ◽

Wan Chenggao ◽

Feng Yanqin

Keyword(s):

Large Deviations ◽

Random Variables ◽

Moderate Deviations ◽

Dependent Random Variables ◽

Negatively Dependent Random Variables

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