Large deviation for negatively dependent random variables under sublinear expectation

Zengjing Chen and Xinwei Feng

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 2, 400-412

Abstract: In this article, first we give the definition of negatively dependent sequence of random variables under sublinear expectation then we establish large deviation principle for this kind of sequence. Moreover, we obtain the upper bound of moderate deviation principle.

Date: 2016
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DOI: 10.1080/03610926.2015.1006067

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