Precise large deviations for sums of two-dimensional random vectors with asymptotic independent components

Yao Cheng, Linmin Kan, Qingwu Gao

Abstract


In this paper, we study the precise large deviations of sums of two-dimensional random vectors with real-valued and strongly asymptotic independent components. In the presence of heavy tails, we obtain some uniformly asymptotic results for the bivariate case, which can provide novel insights into dependence structure between two marginal components.

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