Precise large deviations for sums of random vectors with dependent components of consistently varying tails
Sign Up to like & getrecommendations! Published in 2017 at "Frontiers of Mathematics in China"
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
Non-uniform Berry-Esseen Bounds for Coordinate Symmetric Random Vectors with Applications
Sign Up to like & getrecommendations! Published in 2019 at "Acta Mathematica Vietnamica"
DOI: 10.1007/s40306-018-00305-2
Abstract: This work establishes the nonuniform Berry-Esseen inequality for coordinate symmetric vectors. The nonuniform Lp (p ≥ 1) bound is also established. The main results are applied to projections of random vectors distributed according to a family… read more here.
Keywords: coordinate symmetric; random vectors; berry esseen; non uniform ... See more keywords
A note on complete moment convergence for coordinatewise negatively associated random vectors in Hilbert spaces
Sign Up to like & getrecommendations! Published in 2019 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2019.1565833
Abstract: Abstract Let be coordinatewise negatively associated random vectors taking values in real separable Hilbert space. In this note we prove the convergence of and , where The present investigation provides the complete moment convergence for… read more here.
Keywords: associated random; complete moment; random vectors; negatively associated ... See more keywords
On quadratic forms in multivariate generalized hyperbolic random vectors
Sign Up to like & getrecommendations! Published in 2020 at "Biometrika"
DOI: 10.1093/biomet/asaa067
Abstract: Countless test statistics can be written as quadratic forms in certain random vectors, or ratios thereof. Consequently, their distribution has received considerable attention in the literature. Except for a few special cases, no closed-form expression… read more here.
Keywords: multivariate generalized; quadratic forms; random vectors; generalized hyperbolic ... See more keywords
Convergence Theorems for m -Coordinatewise Negatively Associated Random Vectors in Hilbert Spaces
Sign Up to like & getrecommendations! Published in 2021 at "Complexity"
DOI: 10.1155/2021/3462317
Abstract: In this study, some new results on convergence properties for m -coordinatewise negatively associated random vectors in Hilbert space are investigated. The weak law of large numbers, strong law of large numbers, complete convergence, and… read more here.
Keywords: vectors hilbert; associated random; random vectors; negatively associated ... See more keywords
Convergence properties for coordinatewise asymptotically negatively associated random vectors in Hilbert space
Sign Up to like & getrecommendations! Published in 2023 at "Open Mathematics"
DOI: 10.1515/math-2022-0556
Abstract: Abstract In this work, the authors study some convergence results including weak law of large numbers, strong law of large numbers, complete convergence, and complete moment convergence for weighted sums of coordinatewise asymptotically negatively associated… read more here.
Keywords: negatively associated; asymptotically negatively; convergence; associated random ... See more keywords
Gaussian copula of stable random vectors and application
Sign Up to like & getrecommendations! Published in 2020 at "Hacettepe Journal of Mathematics and Statistics"
DOI: 10.15672/hujms.621919
Abstract: In this paper, we present a new method to investigate data of multivariate heavy-tailed distributions. We show that for any given number $\alpha \in (0;2]$, each Gaussian copula is also the copula of an $\alpha$-stable… read more here.
Keywords: alpha stable; copula stable; stable random; random vectors ... See more keywords