메뉴 건너뛰기




Volumn 43, Issue 3, 1998, Pages 405-421

Cramér large deviations when the extreme conjugate distribution is heavy-tailed

Author keywords

Conjugate distribution; Monotone approximation; Slowly varying function

Indexed keywords


EID: 0032222992     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/s0040585x97977008     Document Type: Article
Times cited : (9)

References (19)
  • 1
    • 0000895088 scopus 로고
    • Large deviations of sums of independent random variables
    • S. V. NAGAEV, Large deviations of sums of independent random variables, Ann. Probab., 7 (1979), pp. 745-789.
    • (1979) Ann. Probab. , pp. 745-789
    • Nagaev, S.V.1
  • 2
    • 0040632822 scopus 로고
    • Probabilities of large deviations on the whole axis
    • L. V. ROZOVSKII, Probabilities of large deviations on the whole axis, Theory Probab. Appl., 38 (1993), pp. 53-79.
    • (1993) Theory Probab. Appl. , vol.38 , pp. 53-79
    • Rozovskii, L.V.1
  • 3
    • 0007159384 scopus 로고
    • Large deviations and testing statistical hypotheses. I. Large deviations of sums of random vectors
    • A. A. BOROVKOV AND A. A. MOGULSKII, Large deviations and testing statistical hypotheses. I. Large deviations of sums of random vectors, Siberian Adv. Math., 2 (1992), pp. 52-120.
    • (1992) Siberian Adv. Math. , vol.2 , pp. 52-120
    • Borovkov, A.A.1    Mogulskii, A.A.2
  • 7
    • 0002178770 scopus 로고
    • Sur un nouveau théorème limite de la théorie des probabilités
    • H. CRAMÉR, Sur un nouveau théorème limite de la théorie des probabilités, Actualités Sci. Indust., 736 (1938).
    • (1938) Actualités Sci. Indust. , vol.736
    • Cramér, H.1
  • 8
    • 0041117202 scopus 로고
    • New theorems on large deviations under cramér's condition
    • Abstracts
    • A. V. NAGAEV, New theorems on large deviations under Cramér's condition, in Proc. 4th Vilnius Conference Probab. Math. Statist. Abstracts, 1 (1985), pp. 32-33.
    • (1985) Proc. 4th Vilnius Conference Probab. Math. Statist. , vol.1 , pp. 32-33
    • Nagaev, A.V.1
  • 9
    • 0001409753 scopus 로고
    • On the probabilities of large deviations for sums of independent random variables
    • V. V. PETROV, On the probabilities of large deviations for sums of independent random variables, Theory Probab. Appl., 10 (1965), pp. 287-299.
    • (1965) Theory Probab. Appl. , vol.10 , pp. 287-299
    • Petrov, V.V.1
  • 11
    • 0013157310 scopus 로고
    • On the asymmetrical problem of large deviations
    • L. V. KIM AND A. V. NAGAEV, On the asymmetrical problem of large deviations, Theory Probab. Appl., 20 (1975), pp. 57-68.
    • (1975) Theory Probab. Appl. , vol.20 , pp. 57-68
    • Kim, L.V.1    Nagaev, A.V.2
  • 12
    • 0041117203 scopus 로고
    • Large deviations for a certain class of distributions
    • Institute of Mathematics, Tashkent, in Russian
    • A. V. NAGAEV, Large deviations for a certain class of distributions, in Limit Theorems of Probability Theory, Institute of Mathematics, Tashkent, 1963, pp. 55-68 (in Russian).
    • (1963) Limit Theorems of Probability Theory , pp. 55-68
    • Nagaev, A.V.1
  • 13
    • 0040523084 scopus 로고
    • Local limit theorems with regard to large deviations
    • FAN, Tashkent, in Russian
    • A. V. NAGAEV, Local limit theorems with regard to large deviations, in Limit Theorems and Probabilistic Processes, FAN, Tashkent, 1967, pp. 71-88 (in Russian).
    • (1967) Limit Theorems and Probabilistic Processes , pp. 71-88
    • Nagaev, A.V.1
  • 15
    • 0012089179 scopus 로고
    • Théorèmes limites à distance finie pour les marches aléatoires
    • J. BRETAGNÔLLE AND D. DACUNHA-CASTELLE, Théorèmes limites à distance finie pour les marches aléatoires, Ann. Inst. H. Poincaré, 4 (1968), pp. 25-73.
    • (1968) Ann. Inst. H. Poincaré , vol.4 , pp. 25-73
    • Bretagnôlle, J.1    Dacunha-Castelle, D.2
  • 18
    • 0039338033 scopus 로고
    • Some remarks about multidimensional local limit theorems
    • in Russian
    • A. V. NAGAEV, Some remarks about multidimensional local limit theorems, Mat. Zametki, 14 (1973), pp. 559-563 (in Russian).
    • (1973) Mat. Zametki , vol.14 , pp. 559-563
    • Nagaev, A.V.1
  • 19
    • 0000933590 scopus 로고
    • A unified formulation of the central limit theorem for small and large deviations from the mean
    • T. HÖGLUND, A unified formulation of the central limit theorem for small and large deviations from the mean, Z. Wahrsch. Verw. Gebiete, 49 (1979), pp. 105-117.
    • (1979) Z. Wahrsch. Verw. Gebiete , vol.49 , pp. 105-117
    • Höglund, T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.