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
IPO estimation of heaviness of the distribution beyond regularly varying tails
Sign Up to like & getrecommendations! Published in 2019 at "Stochastic Analysis and Applications"
DOI: 10.1080/07362994.2019.1647786
Abstract: Abstract We introduce a completely novel method for estimation of the parameter which governs the tail behavior of the cumulative distribution function of the observed random variable. We call it Inverse Probabilities for p-Outside values… read more here.
Keywords: varying tails; estimation; estimation heaviness; ipo estimation ... See more keywords
Mean convergence for intermediately trimmed Birkhoff sums of observables with regularly varying tails
Sign Up to like & getrecommendations! Published in 2020 at "Nonlinearity"
DOI: 10.1088/1361-6544/ab9585
Abstract: On a measure theoretical dynamical system with spectral gap property we consider non-integrable observables with regularly varying tails and fulfilling a mild mixing condition. We show that the normed trimmed sum process of these observables… read more here.
Keywords: varying tails; observables regularly; mixing condition; mean convergence ... See more keywords