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

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  • Dawei Lu
  • Xiaoyan Chen
  • Jinghai Feng

Abstract

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.

Suggested Citation

  • Dawei Lu & Xiaoyan Chen & Jinghai Feng, 2020. "Moderate deviations for the random weighted sums of WUOD random variables with consistently varying tails," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(3), pages 531-551, February.
    • Handle: RePEc:taf:lstaxx:v:49:y:2020:i:3:p:531-551
    DOI: 10.1080/03610926.2018.1543775
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