Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
By Liu Li. 2010
81 citations recorded by the source corpus.
Subfields: Finance, Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/c065bba32c74a0339ac2e761749fc3ce921b865f
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In Finance
In Management Science and Operations Research
In Statistics and Probability
Citations in the corpus
- On Complete Convergence for an Extended Negatively Dependent Sequence (2014, background): “Liu (2010) studied the sufficient and necessary conditions of moderate deviations for dependent random variables with heavy tails.”
- Complete and complete moment convergence for weighted sums of widely orthant dependent random variables (2014, background): “[4], Liu [13, 14], Yang and Wang [26], and so on.”
- Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors (2015, background): “Liu [4] studied the sufficient and necessary conditions of moderate deviations for dependent random variables with heavy tails.”
- Complete Convergence for Weighted Sums and Arrays of Rowwise Extended Negatively Dependent Random Variables (2013, background): “The statement of the first lemma we could found in Liu (2010).”
- Probability inequalities for END sequence and their applications (2011, background): “Liu [5] studied the sufficient and necessary conditions of moderate deviations for dependent random variables with heavy tails.”
- Bernstein-Type Inequality for Widely Dependent Sequence and Its Application to Nonparametric Regression Models (2013, background): “The concept of general extended negative dependence was proposed by Liu [31, 32] and further promoted by Chen et al. [33, 34], Shen [35],Wang andChen [18], S. J.Wang and W. S. Wang [36] and Wang et al. [37], and so forth.”