Precise large deviations for negatively associated random variables with consistently varying tails

Yan Liu

Statistics & Probability Letters, 2007, vol. 77, issue 2, 181-189

Abstract: The precise large deviations for the partial sums and random sums of negatively associated random variables with consistently varying tails are derived. The results obtained are similar to those of independent and identically distributed random variables.

Keywords: Precise; large; deviations; Heavy; tail; Consistently; varying; tail; Negative; association; Matuszewska; index (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (2)

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