Local precise large deviations for sums of random variables with \(O\)-regularly varying densities

DOI10.1016/j.spl.2010.06.011zbMath1196.60043OpenAlexW1999911672MaRDI QIDQ990926

Jonas Šiaulys, Remigijus Leipus, Yang Yang

Publication date: 1 September 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.06.011

zbMATH Keywords

dominatedly varying tail\(O\)-regularly varying functionconsistently varying tailregular densitylocal precise large deviations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (5)

Local precise large and moderate deviations for sums of independent random variables ⋮ Some discussions on the local distribution classes ⋮ Unnamed Item ⋮ On the almost decrease of a subexponential density ⋮ On preserving the limit points of corresponding objects

Cites Work

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