| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155064 | Statistics & Probability Letters | 2009 | 8 Pages |
Abstract
We study large deviation probabilities for a sum of dependent random variables from a heavy-tailed factor model, assuming that the components are regularly varying. Depending on the regions considered, probabilities are determined by different parts of the model.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jens Svensson, Boualem Djehiche,