$L_1$ Bounds for Asymptotic Normality of $m$-Dependent Sums Using Stein's Technique

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Asymptotic Behavior of Weighted Sums of Weakly Negative Dependent Random Variables

Let be a sequence of weakly negative dependent (denoted by, WND) random variables with common distribution function F and let be other sequence of positive random variables independent of and for some and for all . In this paper, we study the asymptotic behavior of the tail probabilities of the maximum, weighted sums, randomly weighted sums and randomly indexed weighted sums of heavy...

متن کامل

Sharp Bounds for Sums of Dependent Risks

Sharp tail bounds for the sum of d random variables with given marginal distributions and arbitrary dependence structure are known from Makarov [4] and Rüschendorf [9] for d = 2 and, in some examples, for d ≥ 3. In the homogeneous case F1 = · · · = Fn with monotone density sharp bounds were found in Wang and Wang [11]. In this paper we derive sharp bounds for the tail risk of joint portfolios i...

متن کامل

asymptotic normality of the truncation probability estimator for truncated dependent data

in some long term studies, a series of dependent and possibly truncated life-times may be observed. suppose that the lifetimes have a common marginal distribution function. in left-truncation model, one observes data (xi,ti) only, when ti ≤ xi. under some regularity conditions, we provide a strong representation of the ßn estimator of ß = p(ti ≤ xi), in the form of an average of random variable...

متن کامل

Strong Laws for Weighted Sums of Negative Dependent Random Variables

In this paper, we discuss strong laws for weighted sums of pairwise negatively dependent random variables. The results on i.i.d case of Soo Hak Sung [9] are generalized and extended.

متن کامل

Stochastic bounds on sums of dependent risks

There is a growing concern in the actuarial literature for the effect of dependence between individual risks Xi on the distribution of the aggregate claim S = X1 + · · · + Xn. Recent work by Dhaene and Goovaerts (Dhaene, J., Goovaerts, M.J., 1996. ASTIN Bulletin 26, 201–212; Dhaene, J., Goovaerts, M.J., 1997. Insurance: Mathematics and Economics 19, 243–253) and Müller (Müller, A., 1997a. Insur...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Probability

سال: 1974

ISSN: 0091-1798

DOI: 10.1214/aop/1176996670