Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails
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- Ng, K.W. & Tang, Q.H. & Yang, H., 2002. "Maxima of Sums of Heavy-Tailed Random Variables," ASTIN Bulletin, Cambridge University Press, vol. 32(1), pages 43-55, May.
- Cline, D. B. H. & Samorodnitsky, G., 1994. "Subexponentiality of the product of independent random variables," Stochastic Processes and their Applications, Elsevier, vol. 49(1), pages 75-98, January.
- Hu, Tien-Chung & Cabrera, Manuel Ordóñez & Volodin, Andrei I., 2001. "Convergence of randomly weighted sums of Banach space valued random elements and uniform integrability concerning the random weights," Statistics & Probability Letters, Elsevier, vol. 51(2), pages 155-164, January.
- Rosalsky, Andrew & Sreehari, M., 1998. "On the limiting behavior of randomly weighted partial sums," Statistics & Probability Letters, Elsevier, vol. 40(4), pages 403-410, November.
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- Yiqing Chen & Kam C. Yuen & Kai W. Ng, 2011. "Precise Large Deviations of Random Sums in Presence of Negative Dependence and Consistent Variation," Methodology and Computing in Applied Probability, Springer, vol. 13(4), pages 821-833, December.
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