On the monotone convergence of vector means

DOI10.1016/S0047-259X(02)00039-8MaRDI QIDQ1810708zbMATH OpenOpenAlexFDO

Authors Donald R. Jensen

Publication date 9 June 2003

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0047-259x(02)00039-8

zbMATH Keywords

concentration inequalitiesexchangeable vector sequencesmajorizationmonotone consistencyvector sums

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Limit theorems in probability theory (60F99) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• A Theorem on Convex Sets with Applications
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• Inequalities: theory of majorization and its applications
• Matrix extremes and related stochastic bounds
• Metric spaces and completely monontone functions
• On Random Variables with Comparable Peakedness
• On the theory of elliptically contoured distributions
• Ordering Ellipsoidal Measures: Scale and Peakedness Orderings
• Peakedness of Distributions of Convex Combinations
• Peakedness of linear forms in ensembles and mixtures
• Straight-line models in star-shaped mixtures
• The Structure and Analysis of Spherical Time-Dependent Processes
• Über monotone Matrixfunktionen

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