Moment inequalities for the partial sums of random variables

DOI10.1007/BF02872276zbMath0997.60010OpenAlexW2142113625MaRDI QIDQ1609575

Shan-chao Yang

Publication date: 15 August 2002

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

Full work available at URL: https://doi.org/10.1007/bf02872276

zbMATH Keywords

partial sumRosenthal type inequalityM-Z-B type inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (13)

Maximal moment inequality for partial sums of strong mixing sequences and application ⋮ Nonparametric kernel estimation of expected shortfall under negatively associated sequences ⋮ Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples. ⋮ A general result on complete convergence for weighted sums of linear processes and its statistical applications ⋮ Block empirical likelihood for partially linear panel data models with fixed effects ⋮ Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples ⋮ A general method to the strong law of large numbers and its applications ⋮ On the exponential inequalities for strictly stationary and negatively associated random variables ⋮ Exponential inequalities for associated random variables and strong laws of large numbers ⋮ A remark on the exponential inequality for negatively associated random variables ⋮ A maximal moment inequality for \(\alpha \)-mixing sequences and its applications ⋮ Maximal moment inequality for partial sums of ρ-mixing sequences and its applications ⋮ Complete moment convergence for weighted sums of m-asymptotic negatively associated random variables

Cites Work

• On the central limit theorem for \(\rho\)-mixing sequences of random variables
• Invariance principles for mixing sequences of random variables
• A note on the almost sure convergence of sums of negatively dependent random variables
• Negative association of random variables, with applications
• Maximal inequalities for partial sums of \(\rho\)-mixing sequences
• [https://portal.mardi4nfdi.de/wiki/Publication:3038407 Propri�t�s de convergence presque compl�te du pr�dicteur � noyau]
• Moment Conditions for Almost Sure Convergence of Weakly Correlated Random Variables
• Convergence rates of the strong law for stationary mixing sequences
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