Moderate deviations for the random weighted sums of END random variables with consistently varying tails

Yinghua Dong and Dingcheng Wang

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 20, 10116-10134

Abstract: In this paper, we study moderate deviations for random weighted sums of extended negative dependent (END) random variables, which are consistently-varying tailed and not necessarily identically distributed. When these END random variables are independent of their weights, and the weights are positive random variables with two-sided bounds, the results shows END structure and the dependence between the weights have no effects on the asymptotic behavior of moderate deviations of partial sums and random sums.

Date: 2017
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DOI: 10.1080/03610926.2016.1231820

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