Central limit theorems for asymptotically negatively associated random fields
From MaRDI portal
This paper obtains functional central limit theorems for a broad class of negatively dependent random fields. The author previously introduced his generalization of linear negative quadrant dependence, asymptotically linearly negative quadrant dependence [Acta Math. Hung. 86, No. 3, 237-259 (2000; Zbl 0964.60035)], and established a CLT. The functional CLT of that paper had stronger moment conditions than for the CLT, and these conditions are weakened in the present work. As corollaries, the author recovers and extends results of \textit{G. G. Roussas} [J. Multivariate Anal. 50, No. 1, 152-173 (1994; Zbl 0806.60040)] on negatively associated fields, and obtains a negatively associated version of \textit{R. M. Burton, A. R. Dabrowski} and \textit{H. Dehling} [Stochastic Processes Appl. 23, 301-306 (1986; Zbl 0611.60028)] on weakly associated random variables.
Recommendations
- A central limit theorem for random fields of negatively associated processes
- scientific article; zbMATH DE number 1558093
- A functional central limit theorem for asymptotically negatively dependent random fields
- scientific article; zbMATH DE number 1880943
- scientific article; zbMATH DE number 1457286
Cites work
- A functional central limit theorem for asymptotically negatively dependent random fields
- A functional central limit theorem for positively dependent random variables
- A weak convergence for negatively associated fields
- An invariance principle for certain dependent sequences
- An invariance principle for weakly associated random vectors
- Associated random variables and martingale inequalities
- Association of Random Variables, with Applications
- Asymptotic normality of random fields of positively or negatively associated processes
- Central limit theorems for associated random variables and the percolation model
- Convergence rates in the strong laws of asymptotically negatively associated random fields
- Equivalent mixing conditions for random fields
- scientific article; zbMATH DE number 1559016 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Moment inequalities and weak convergence for negatively associated sequences
- Negative association of random variables, with applications
- Normal fluctuations and the FKG inequalities
- On a conjecture of an invariance principle for sequences of associated random variables
- On the asymptotic normality of sequences of weak dependent random variables
- The invariance principle for associated processes
Cited in
(52)- Uniform bounds in normal approximation under negatively associated random fields
- Asymptotic normality of random fields of positively or negatively associated processes
- A central limit theorem for random fields of negatively associated processes
- Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors
- Almost sure central limit theorem for self-normalized partial sums of \(\rho^{-}\)-mixing sequences
- Strong convergence properties for weighted sums of m-asymptotic negatively associated random variables and statistical applications
- The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model
- The Hájek-Rènyi inequality and strong law of large numbers for ANA random variables
- Inequalities of maximum of partial sums and weak convergence for a class of weak dependent random variables
- Asymptotics for multivariate moving average process with NA random vectors
- Some strong convergence properties for arrays of rowwise ANA random variables
- scientific article; zbMATH DE number 640253 (Why is no real title available?)
- scientific article; zbMATH DE number 1558093 (Why is no real title available?)
- SOME LIMITING BEHAVIOR FOR ASYMPTOTICALLY NEGATIVE ASSOCIATED RANDOM VARIABLES
- Complete convergence for coordinatewise asymptotically negatively associated random vectors in Hilbert spaces
- scientific article; zbMATH DE number 1567788 (Why is no real title available?)
- Complete moment convergence for weighted sums of \(m\)-asymptotic negatively associated random variables
- The central limit theorem for ANA sequences and its application to nonparametric regression models
- Strong convergence properties for partial sums of asymptotically negatively associated random vectors in Hilbert spaces
- On convergence rate for weighted sums of arrays of rowwise ANA random variables
- Almost sure convergence for self-normalized products of sums of partial sums of ^--mixing sequences
- On Berry-Esseen bound of wavelet estimators in nonparametric regression model under asymptotically negatively associated assumptions
- On complete and complete moment convergence for weighted sums of ANA random variables and applications
- The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors
- Limit behaviors for ANA random variables under R-h-integrability and SR-h-integrability
- On the uniform consistency of frequency polygons for ^--mixing samples
- Precise asymptotics in strong limit theorems for negatively associated random fields
- A functional central limit theorem for asymptotically negatively dependent random fields
- Complete convergence and complete moment convergence for arrays of rowwise ANA random variables
- Some limiting behavior of the maximum of the partial sum for asymptotically negatively associated random vectors in Hilbert space
- Limit theorems for weighted sums of asymptotically negatively associated random variables under some general conditions
- On convergence properties for weighted sums of coordinatewise ANA random vectors in Hilbert spaces
- Strong approximation for sums of asymptotically negatively dependent Gaussian sequences with applications
- Convergence of asymptotically negatively associated random variables with random coefficients
- The Berry-Esseen bounds of wavelet estimator for semiparametric regression model whose errors form a linear process based on ANA sequences
- Complete convergence and complete moment convergence for maximum of weighted sums of ^--mixing random variables and its application
- Sufficient and necessary conditions of convergence properties for ANA sequences with an application to EV regression models
- Asymptotic normality of wavelet estimators in heteroscedastic regression model with ANA errors
- Complete moment convergence of weighted sums for asymptotically negatively associated random variables
- The Berry-Esseen bounds of wavelet estimator for nonparametric regression models whose errors form a linear process based on ANA sequences
- The uniformly complete consistency of generalized edge frequency polygon estimator for asymptotically negatively associated samples and an application
- Asymptotic properties of conditional value-at-risk estimate for asymptotic negatively associated samples
- Complete convergence and complete moment convergence for weighted sums of ANA random variables
- The Bahadur representation of the linear kernel quantile estimator under ANA random variables and its application
- The Berry–Esseen bound of sample quantiles for ANA random variables
- \(L_p\)-convergence, complete convergence, and weak laws of large numbers for asymptotically negatively associated random vectors with values in \(\mathbb{R}^d\)
- Almost sure central limit theorem for self-normalized products of the some partial sums of ^--mixing sequences
- Sufficient and necessary conditions of complete convergence for asymptotically negatively associated random variables
- A Berry-Esseen theorem and a law of the iterated logarithm for asymptotically negatively associated sequences
- Change-point estimation of a mean shift in moving-average processes under dependence assump\-tions
- A note on the almost sure central limit theorem for negatively associated fields
- Limiting behavior of the maximum of the partial sum for asymptotically negatively associated random variables under residual Cesáro alpha-integrability assumption
This page was built for publication: Central limit theorems for asymptotically negatively associated random fields
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5925960)
