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Precise large deviations for dependent random variables with heavy tails

Li Liu

Statistics & Probability Letters, 2009, vol. 79, issue 9, 1290-1298

Abstract: By extending the negatively dependent (ND) structure, the paper puts forth the concept of extended negative dependence (END). The results show that the END structure has no effect on the asymptotic behavior of precise large deviations of partial sums and random sums for non-identically distributed random variables on (-[infinity],+[infinity]).

Date: 2009
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Handle: RePEc:eee:stapro:v:79:y:2009:i:9:p:1290-1298