Precise large deviations for sums of random vectors with dependent components of consistently varying tails
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DOI: 10.1007/s11464-017-0635-2
Abstract: Let {Xi = (X1,i,...,Xm,i)⊤, i ≥ 1} be a sequence of independent and identically distributed nonnegative m-dimensional random vectors. The univariate marginal distributions of these vectors have consistently varying tails and finite means. Here, the… read more here.
Keywords: varying tails; precise large; random vectors; consistently varying ... See more keywords