Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/36684
Title: | A moderate deviation for associated random variables | Authors: | Çaǧın, Tonguç Oliveira, Paulo Eduardo Torrado, Nuria |
Keywords: | Moderate deviation; Association; Coupliing; Approximation | Issue Date: | 2016 | Publisher: | Elsevier | Project: | info:eu-repo/grantAgreement/FCT/5876/147205/PT SFRH/BPD/91832/2012. |
Serial title, monograph or event: | Journal of the Korean Statistical Society | Volume: | 45 | Issue: | 2 | Abstract: | Moderate deviations are an important topic in many theoretical or applied statistical areas. We prove two versions of a moderate deviation for associated and strictly stationary random variables with finite moments of order q > 2. The first one uses an assumption depending on the rate of a Gaussian approximation, while the second one discusses more natural assumptions to obtain the approximation rate. The control of the dependence structure relies on the decay rate of the covariances, for which we assume a relatively mild polynomial decay rate. The proof combines a coupling argument together with a suitable use of Berry–Esséen bounds. | URI: | https://hdl.handle.net/10316/36684 | DOI: | 10.1016/j.jkss.2015.11.004 10.1016/j.jkss.2015.11.004 |
Rights: | embargoedAccess |
Appears in Collections: | I&D CMUC - Artigos em Revistas Internacionais |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
moderate_els_rev4.pdf | 332.77 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.