Multidimensional limit theorems allowing large deviations for densities of regular variation
type: Item
instance of: scholarly article
title: Multidimensional limit theorems allowing large deviations for densities of regular variation
zbMATH Open document ID: 0929.60022
author: Alexander V. Nagaev
author: Alexander Zaigraev
published in: Journal of Multivariate Analysis
publication date: 2000-01-24T00:00:00Z
review text: The paper is concerned with precise asymptotics for large deviation probabilities for sums of independent and identically distributed random vectors in the domain of normal attraction, whose common distribution has a density which satisfies a regular variation condition in the tails. Amongst other results, the conditional distribution of the projection of the sum in a second direction, conditional on an extreme deviation in a given direction, is examined.
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 1241231
reviewed by: A. D. Barbour
MaRDI profile type: Publication
full work available at URL: jmva.1998.1773
OpenAlex ID: W1993881909
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DOI: 10.1006/JMVA.1998.1773
description: scientific article; zbMATH DE number 1241231