Precise large deviations for dependent random variables with heavy tails
By extending the negatively dependent (ND) structure, the paper puts forth the concept of extended negative dependence (END). The results show that the END structure has no effect on the asymptotic behavior of precise large deviations of partial sums and random sums for non-identically distributed random variables on (-[infinity],+[infinity]).
Year of publication: |
2009
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Authors: | Liu, Li |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 9, p. 1290-1298
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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