Large deviations for weighted sums of stretched exponential random variables

DOI10.1214/ECP.V19-3266zbMath1314.60076arXiv1401.4577OpenAlexW2123177881MaRDI QIDQ457795

Franz Rembart, Nina Gantert, Kavita Ramanan

Publication date: 29 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.4577

zbMATH Keywords

large deviationsnonparametric regressionweighted sumsself-normalized weightsstretched exponential random variablessubexponential random variables

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Statistics of extreme values; tail inference (62G32) Large deviations (60F10)

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