Precise large deviations for sums of random vectors with dependent components of consistently varying tails
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Publication:2358377
DOI10.1007/S11464-017-0635-2zbMath1367.60021OpenAlexW2595363909MaRDI QIDQ2358377
Yuqing Niu, Hailan Tian, Xin Mei Shen
Publication date: 14 June 2017
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-017-0635-2
Multivariate analysis (62H99) Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Large deviations (60F10)
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