Exact Maximal Inequalities for Exchangeable Systems of Random Variables

DOI10.1137/S0040585X97978373MaRDI QIDQ4328488zbMATH OpenFDO

Authors

Publication date 25 April 2002

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97978373

zbMATH Keywords

Banach spaceexchangeable random variablesmaximal inequalitypermutations

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Inequalities; stochastic orderings (60E15) Exchangeability for stochastic processes (60G09)

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(12)

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• Rearrangements of series
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• Maximum inequalities for rearrangements of summands and assignments of signs
• On exchangeable continuous variable systems
• Contraction principle for tail probabilities of sums of exchangeable random vectors with multipliers
• A Maximal Inequality for Real Numbers with Application to Exchangeable Random Variables
• A maximal inequality for partial sums of finite exchangeable sequences of random variables
• On the maximal inequalities for the average of pairwise i.i.d. random variables
• A robust permutation test for subvector inference in linear regressions

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