Precise large deviations for sums of WUOD and φ-mixing random variables with dominated variation

Dawei Lu, Lixin Song and Henan Li

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 19, 4791-4807

Abstract: In this paper, we investigate the precise large deviations for sums of not identical distributed random variables which are widely upper orthant dependent (WUOD, in short) and φ-mixing. The asymptotic relations for sums of random variables with dominated variation are obtained.

Date: 2018
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DOI: 10.1080/03610926.2018.1445864

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