Small deviation probabilities of weighted sums under minimal moment assumptions

We examine small deviation probabilities of weighted sums of i.i.d.r.v. with a power decay at zero under moment assumptions close to necessary.

Year of publication:	2014
Authors:	Rozovsky, L.V.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 86.2014, C, p. 1-6
Publisher:	Elsevier
Subject:	Small deviation probabilities \| i.i.d. positive random variables \| Weighted sums

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

Persistent link: https://www.econbiz.de/10010743567