Moderate deviations for the random weighted sums of WUOD random variables with consistently varying tails

被引：0

作者：

Lu, Dawei ^{[1
]}

Chen, Xiaoyan ^{[1
]}

Feng, Jinghai ^{[1
]}

机构：

[1] Dalian Univ Technol, Sch Math Sci, Dalian 116023, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2020年 / 49卷 / 03期

基金：

中国国家自然科学基金;

关键词：

Random weighted sums; consistently varying tails; moderate deviations; widely upper orthant dependent;

D O I：

10.1080/03610926.2018.1543775

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we investigate the moderate deviations for random weighted sums of widely upper orthant dependent (WUOD) random variables with consistently varying tails, which are not necessarily identically distributed. In the end, we obtain the asymptotic relations for random weighted sums of random variables.

引用

页码：531 / 551

页数：21

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