Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications

DOI10.1007/S11425-009-0154-ZMaRDI QIDQ1044258zbMATH OpenOpenAlexFDO

Authors Jun An, De-Mei Yuan

Publication date 11 December 2009

Published in Science in China. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-009-0154-z

zbMATH Keywords

complete convergenceasymptotically almost negative association\(L_{p}\)-convergenceMarcinkiewicz-Zygmand strong lawresidual Cesàro \(\alpha\)-integrabilitystrong residual Cesàro \(\alpha\)-integrability

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

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• Convergence rates in the strong laws of asymptotically negatively associated random fields

Cites work

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Cited in

(62)

• On consistency of the weighted estimator in nonparametric regression model with asymptotically almost negatively associated random variables
• On the strong convergence for weighted sums of asymptotically almost negatively associated random variables
• Laws of large numbers for Cesàro alpha-integrable random variables under dependence condition AANA or AQSI
• Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
• On strong convergence for weighted sums of a class of random variables
• Complete moment convergence for the linear processes with random coefficients generated by a class of random variables
• Complete convergence of the maximum partial sums for arrays of rowwise of AANA random variables
• Hájek-Rényi inequality for \(m\)-asymptotically almost negatively associated random vectors in Hilbert space and applications
• Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors
• Moment Inequalities for $m$-NOD Random Variables and Their Applications
• \(L^p\) convergence and complete convergence for weighted sums of AANA random variables
• Conditional versions of limit theorems for conditionally associated random variables
• Moment convergence rate of estimators in partially linear models under AANA errors
• The Marcinkiewics-Zygmund strong law of large numbers for dependent random variables
• Complete moment convergence of weighted sums for processes under asymptotically almost negatively associated assumptions
• General results of complete convergence and complete moment convergence for weighted sums of some class of random variables
• On complete convergence for weighted sums of \(\rho^*\)-mixing random variables
• Strong laws of large numbers for weighted sums of asymptotically almost negatively associated random variables
• Strong convergence properties and strong stability for weighted sums of AANA random variables
• Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
• Limiting behavior of the maximum of the partial sum for asymptotically negatively associated random variables under residual Cesáro alpha-integrability assumption
• A lower bound for the tail probability of partial maxima of dependent random variables and applications
• Asymptotic approximations of random ratio model based on AANA sequences
• On complete convergence of moving average process for AANA sequence
• On complete moment convergence for CAANA random vectors in Hilbert spaces
• Conditional limit theorems for conditionally negatively associated random variables
• Convergence properties for asymptotically almost negatively associated sequence
• Strong and weak convergence for asymptotically almost negatively associated random variables
• On the complete convergence for weighted sums of a class of random variables
• On the complete convergence and strong law for dependent random variables with general moment conditions
• Maximal inequalities and strong law of large numbers for sequences of m-asymptotically almost negatively associated random variables
• Some strong laws of large numbers for weighted sums of asymptotically almost negatively associated random variables
• Complete f -moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models
• Weak convergence for weighted sums of a class of random variables with related statistical applications
• Limit theorems for dependent random variables with infinite means
• Rosenthal's inequalities for asymptotically almost negatively associated random variables under upper expectations
• Complete convergence for weighted sums of AANA random variables and its application in nonparametric regression models
• Rosenthal's type inequalities for negatively orthant dependent random variables
• Convergence of asymptotically almost negatively associated random variables with random coefficients
• Strong convergence for sequences of asymptotically almost negatively associated random variables
• Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors
• Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications
• Complete f -moment convergence for sums of asymptotically almost negatively associated random variables with statistical applications
• On complete consistency for the estimator of nonparametric regression model based on asymptotically almost negatively associated errors
• Maximal inequalities and strong law of large numbers for AANA sequences
• Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors
• Some conditional results for conditionally strong mixing sequences of random variables
• The law of iterated logarithm for a class of random variables satisfying Rosenthal type inequality
• On complete convergence of weighted sums for arrays of rowwise asymptotically almost negatively associated random variables
• Strong convergence properties for asymptotically almost negatively associated sequence
• Further study on complete convergence for weighted sums of arrays of rowwise asymptotically almost negatively associated random variables.
• Some strong laws of large numbers, L₂-convergence and complete convergence for m-AANA random vectors in Hilbert space
• On asymptotic approximation of inverse moments for a class of nonnegative random variables
• On consistency of the nearest neighbor estimator of the density function and its applications
• \(L_r\) convergence for arrays of rowwise asymptotically almost negatively associated random variables
• Complete convergence for arrays of rowwise asymptotically almost negatively associated random variables
• On complete convergence for arrays of rowwise AANA random variables
• A note on complete convergence of weighted sums for array of rowwise AANA random variables
• Further research on complete moment convergence for moving average process of a class of random variables
• Complete convergence and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables
• Complete and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables
• Weak laws of large numbers for arrays of dependent random variables

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