Multidimensional strong large deviation results
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DOI: 10.1007/s00184-017-0621-4
Abstract: We establish strong large deviation results for an arbitrary sequence of random vectors under some assumptions on the normalized cumulant generating function. In other words, we give asymptotic approximations for a multivariate tail probability of… read more here.
Keywords: strong large; large deviation; deviation results; multidimensional strong ... See more keywords
The large deviation results for the nonlinear regression model with dependent errors
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DOI: 10.1007/s11749-016-0509-z
Abstract: In this paper, we investigate the least squares (LS) estimator of the nonlinear regression model based on the extended negatively dependent errors which are widely dependent structures. Under the general conditions, we establish some large… read more here.
Keywords: regression; deviation results; regression model; large deviation ... See more keywords