Precise large deviations for negatively associated random variables with consistently varying tails

The precise large deviations for the partial sums and random sums of negatively associated random variables with consistently varying tails are derived. The results obtained are similar to those of independent and identically distributed random variables.

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Year of publication:	2007
Authors:	Liu, Yan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 2, p. 181-189
Publisher:	Elsevier
Keywords:	Precise large deviations Heavy tail Consistently varying tail Negative association Matuszewska index

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313971