A comparison theorem on moment inequalities between negatively associated and independent random variables
From MaRDI portal
Publication:1582126
DOI10.1023/A:1007849609234zbMath0971.60015MaRDI QIDQ1582126
Publication date: 30 October 2001
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
60E15: Inequalities; stochastic orderings
60F15: Strong limit theorems
60F17: Functional limit theorems; invariance principles
62N05: Reliability and life testing
Related Items
Precise large deviations for sums of random variables with consistently varying tails, Summability methods and negatively associated random variables, A nonparametric test for the change of the density function under association, WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS, Strong laws of large numbers for weighted sums of $$\tilde \rho $$ -mixing random variables, An exponential inequality for negatively associated random variables, The weak convergence for functions of negatively associated random variables, A weak convergence for negatively associated fields, Normal approximation for quasi-associated random fields, Moment convergence rates in the law of the logarithm for dependent sequences, A two-sided estimate in the Hsu-Robbins-Erdős law of large numbers for i.i.d. random variables sequence, The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent, Strong law of large numbers for \(\rho^{*}\)-mixing sequences with different distributions, Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails, Maximal inequality and complete convergence of non-identically distributed negatively associated sequences, On moments of the maximum of normed partial sums of \(\rho \)-mixing random variables, The negative association property for the absolute values of random variables equidistributed on a generalized Orlicz ball, Almost sure functional central limit theorems for weakly dependent sequences, A note on the almost sure central limit theorem for negatively associated fields, Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors, Strong limit theorems for weighted sums of negatively associated random variables, Exponential inequalities for associated random variables and strong laws of large numbers, Strong approximation for a class of stationary processes, Precise rates in the law of the logarithm for negatively associated random variables, A note on the almost sure convergence for dependent random variables in a Hilbert space, On the complete convergence of weighted sums for arrays of negatively associated variables, Moment inequalities and complete moment convergence, Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications, Measuring the impact of dependence between claims occurrences., A nonclassical law of iterated logarithm for negatively associated random variables, A connection between supermodular ordering and positive/negative association., A law of the iterated logarithm for geometrically weighted series of negatively associated random variables., Stationary determinantal processes: phase multiplicity, Bernoullicity, entropy, and domination, Complete convergence for weighted sums of negatively associated random variables, Strassen's law of the iterated logarithm for negatively associated random vectors., Complete moment convergence of moving-average processes under dependence assumptions, A further study on correlation order, Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws., Determinantal probability measures, Complete moment and integral convergence for sums of negatively associated random variables, On the exponential inequalities for strictly stationary and negatively associated random variables, Law of iterated logarithm for NA sequences with non-identical distributions, Limit theorems for permutations of empirical processes with applications to change point analysis, Precise rates in log laws for NA sequences, A general method to the strong law of large numbers and its applications, Large void zones and occupation times for coalescing random walks, A general approach rate to the strong law of large numbers, On the correlation order, On complete convergence for arrays of rowwise negatively associated random variables, Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences, On the convergence rate of fixed design regression estimators for negatively associated random variables, Maximal moment inequality for partial sums of strong mixing sequences and application, A Nonclassical Law of the Iterated Logarithm for Functions of Negatively Associated Random Variables, On a semiparametric regression model whose errors form a linear process with negatively associated innovations, WEIGHTED SUMS OF NEGATIVELY ASSOCIATED RANDOM VARIABLES, On the Hàjek-Rènyi inequality, Fixed design regression for negatively associated random fields
