Convergence Rates for Probabilities of Moderate Deviations for Multidimensionally Indexed Random Variables
Work
Year: 2009
Type: article
Abstract: Let be a sequence of i.i.d. real‐valued random variables, and , . Convergence rates of moderate deviations are derived; that is, the rates of convergence to zero of certain tail probabilities of the p... more
Author Dianliang Deng
Institution University of Regina
Cites: 19
Cited by:
Related to: 10
FWCI:
Citation percentile (by year/subfield):
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: gold
APC paid (est): $1,025