Pages that link to "Item:Q989824"
From MaRDI portal
The following pages link to Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails (Q989824):
Displaying 8 items.
- Complete moment convergence for weighted sums of extended negatively dependent random variables (Q5223505) (← links)
- COMPLETE CONVERGENCE AND COMPLETE MOMENT CONVERGENCE THEOREMS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES (Q5242394) (← links)
- Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors (Q5263986) (← links)
- On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables (Q5410822) (← links)
- Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times (Q6164703) (← links)
- Large deviations for randomly weighted least squares estimator in a nonlinear regression model (Q6566362) (← links)
- <i>L</i> <sub> <i>r</i> </sub> convergence for arrays of rowwise <i>m</i> -extended negatively dependent random variables (Q6597450) (← links)
- Complete <i>f</i> -moment convergence for randomly weighted sums of extended negatively dependent random variables (Q6597451) (← links)
