Precise large deviations for phi-mixing and UND random variables with long-tailed distributions
Release Time:2019-03-12 Hits:
Indexed by: Journal Article
Date of Publication: 2017-06-03
Journal: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Included Journals: Scopus、EI、SCIE
Volume: 46
Issue: 11
Page Number: 5443-5452
ISSN: 0361-0926
Key Words: Long-tailed distributions; phi-mixing; precise large deviations; upper negatively dependent
Abstract: In this paper, we investigate the precise large deviations for sums of phi-mixing and UND random variables with long-tailed distributions. The asymptotic relations for non random sum and random sum of random variables with long-tailed distributions are obtained.