Local precise large deviations for sums of random variables with -regularly varying densities

Author:

Yang Yang,Leipus Remigijus,Šiaulys Jonas

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference16 articles.

1. A local limit theorem on one-sided large deviations for dominated–variation distributions;Baltrūnas;Lithuanian Mathematical Journal,1996

2. Regular Variation;Bingham,1987

3. Cline, D.B.H., Hsing, T., 1991. Large deviation probabilities for sums and maxima of random variables with heavy or subexponential tails, Texas A&M University. Preprint.

4. A large deviation local limit theorem;Doney;Mathematical Proceedings of the Cambridge Philosophical Society,1989

5. A contribution to the theory of large deviations for sums of independent random variables;Heyde;Zeitschrift fur Wahrscheinlichkeitstheorie und Verwandte Gebiete,1967

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