A moderate deviation for associated random variables
Autor(a) principal: | |
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Data de Publicação: | 2016 |
Outros Autores: | , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10316/36684 https://doi.org/10.1016/j.jkss.2015.11.004 |
Resumo: | 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. |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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A moderate deviation for associated random variablesModerate deviationAssociationCoupliingApproximationModerate 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.Elsevier2016info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://hdl.handle.net/10316/36684http://hdl.handle.net/10316/36684https://doi.org/10.1016/j.jkss.2015.11.004https://doi.org/10.1016/j.jkss.2015.11.004enghttp://www.sciencedirect.com/science/article/pii/S1226319215000927Çaǧın, TonguçOliveira, Paulo EduardoTorrado, Nuriainfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2021-10-06T10:25:54Zoai:estudogeral.uc.pt:10316/36684Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T20:53:21.087616Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
A moderate deviation for associated random variables |
title |
A moderate deviation for associated random variables |
spellingShingle |
A moderate deviation for associated random variables Çaǧın, Tonguç Moderate deviation Association Coupliing Approximation |
title_short |
A moderate deviation for associated random variables |
title_full |
A moderate deviation for associated random variables |
title_fullStr |
A moderate deviation for associated random variables |
title_full_unstemmed |
A moderate deviation for associated random variables |
title_sort |
A moderate deviation for associated random variables |
author |
Çaǧın, Tonguç |
author_facet |
Çaǧın, Tonguç Oliveira, Paulo Eduardo Torrado, Nuria |
author_role |
author |
author2 |
Oliveira, Paulo Eduardo Torrado, Nuria |
author2_role |
author author |
dc.contributor.author.fl_str_mv |
Çaǧın, Tonguç Oliveira, Paulo Eduardo Torrado, Nuria |
dc.subject.por.fl_str_mv |
Moderate deviation Association Coupliing Approximation |
topic |
Moderate deviation Association Coupliing Approximation |
description |
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. |
publishDate |
2016 |
dc.date.none.fl_str_mv |
2016 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10316/36684 http://hdl.handle.net/10316/36684 https://doi.org/10.1016/j.jkss.2015.11.004 https://doi.org/10.1016/j.jkss.2015.11.004 |
url |
http://hdl.handle.net/10316/36684 https://doi.org/10.1016/j.jkss.2015.11.004 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
http://www.sciencedirect.com/science/article/pii/S1226319215000927 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.publisher.none.fl_str_mv |
Elsevier |
publisher.none.fl_str_mv |
Elsevier |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
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Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
instacron_str |
RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
collection |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
repository.mail.fl_str_mv |
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1799133820670181376 |