Conditional limit theorems for conditionally negatively associated random variables
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\textit{B. L. S. Prakasa Rao} [Ann. Inst. Stat. Math. 61, No. 2, 441--460 (2009; Zbl 1314.60054)] introduced the concepts of conditional covariance and conditionally associated random variables generalizing the notion of associated random variables and discussed some of the properties of such sequences. Here the authors introduce the corresponding concept of conditionally negatively associated random variables generalizing the notion of negatively associated random variables and derive some stochastic inequalities and limit theorems for such sequences.
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Cites work
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- A note on the almost sure convergence of sums of negatively dependent random variables
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- Laws of large numbers for residual Cesàro alpha-integrable sequences under dependence assumptions
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- The law of iterated logarithm for negatively associated random variables
Cited in
(20)- Laws of large numbers for Cesàro alpha-integrable random variables under dependence condition AANA or AQSI
- Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables
- Some limit theorems for negatively associated random variables
- Conditional mean convergence theorems of conditionally dependent random variables under conditions of integrability
- Conditionally negative association resulting from multinomial distribution
- Conditional acceptability of random variables
- From conditional independence to conditionally negative association: some preliminary results
- Some conditional results for conditionally strong mixing sequences of random variables
- Conditional limit theorems for conditionally linearly negative quadrant dependent random variables
- Conditional central limit theorem
- SOME LIMITING BEHAVIOR FOR ASYMPTOTICALLY NEGATIVE ASSOCIATED RANDOM VARIABLES
- The conditional convex order and a comparison inequality
- Some preliminary results on conditionally -mixing sequences of random variables
- Some results following from conditional characteristic functions
- Complete q-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model*
- Conditional versions of limit theorems for conditionally associated random variables
- Central limit theorems for conditionally strong mixing and conditionally strictly stationary sequences of random variables
- Conditional demimartingales and related results
- On negatively associated random variables
- On conditionally linearly extended negative quadrant dependent random variables
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