Large deviations for random sums of negatively dependent random variables with consistently varying tails-Reference-Cited by-同舟云学术

Large deviations for random sums of negatively dependent random variables with consistently varying tails

Published:2007-03 Issue:5 Volume:77 Page:530-538
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Chen Yu,Zhang Weiping

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference13 articles.

1. Positive dependence in multivariate distributions;Alam;Comm. Statist. A Theory Methods,1981

2. Regular Variation;Bingham,1987

3. Some concepts of negative dependence;Block;Ann. Probab.,1982

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

5. Subexponentiality of the product of independent random variables;Cline;Stochastic Process. Appl.,1994

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