Light tails: all summands are large when the empirical mean is large

Author:

Broniatowski Michel,Cao Zhansheng

Publisher

Springer Science and Business Media LLC

Subject

Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability

Reference15 articles.

1. Balkema, A. A., Klüppelberg, C., Resnick, S. I.: Densities with Gaussian tails. Proc. London. Math. Soc. (3) 66(3), 568–588 (1993)

2. Barbe, Ph., Broniatowski, M.: Blowing number of a distribution for a statistics and loyal estimators. Statist. Probab. Lett 69(4), 465–475 (2004)

3. Bingham, N. H., Goldie, C. M., Teugels, J. L.: Regular variation: Encyclopedia of Mathematics and its Applications, 27, p xx+494. Cambridge University Press, Cambridge (1989)

4. Biret, M., Broniatowski, M., Cao, Z.: A sharp Abelian theorem for the Laplace transform. In: Hallin, M., Mason, D., Pfeifer, D., Steinebach, J. (eds.) Mathematical Statistics and Limit Theorems: Festschrift in Honor of Paul Deheuvels. Springer (2014). to appear

5. Broniatowski, M., Fuchs, A.: Tauberian theorems, Chernoff inequality, and the tail behavior of finite convolutions of distribution functions. Adv. Math 116(1), 12–33 (1995)

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