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Insensitivity to Negative Dependence of the Asymptotic Behavior of Precise Large Deviations


 
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1. Title Title of document Insensitivity to Negative Dependence of the Asymptotic Behavior of Precise Large Deviations
 
2. Creator Author's name, affiliation, country Qihe Tang; Department of Statistics and Actuarial Science, The University of Iowa
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Consistent variation; (lower/upper) negative dependence; partial sum; precise large deviations; uniform asymptotics; (upper) Matuszewska index
 
3. Subject Subject classification Primary 60F10; Secondary 60E15
 
4. Description Abstract Since the pioneering works of C.C. Heyde, A.V. Nagaev, and S.V. Nagaev in 1960's and 1970's, the precise asymptotic behavior of large-deviation probabilities of sums of heavy-tailed random variables has been extensively investigated by many people, but mostly it is assumed that the random variables under discussion are independent. In this paper, we extend the study to the case of negatively dependent random variables and we find out that the asymptotic behavior of precise large deviations is insensitive to the negative dependence.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2006-02-11
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/304
 
10. Identifier Digital Object Identifier 10.1214/EJP.v11-304
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 11
 
12. Language English=en
 
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