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

Dawei Lu, Xiaoyan Chen and Jinghai Feng

Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 3, 531-551

Abstract: In this paper, we investigate the moderate deviations for random weighted sums of widely upper orthant dependent (WUOD) random variables with consistently varying tails, which are not necessarily identically distributed. In the end, we obtain the asymptotic relations for random weighted sums of random variables.

Date: 2020
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DOI: 10.1080/03610926.2018.1543775

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