Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables

DOI10.1016/J.SPL.2012.12.031zbMATH Open1269.60047OpenAlexW2025212073MaRDI QIDQ1950784FDOQ1950784

Authors Milto Hadjikyriakou

Publication date 13 May 2013

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.12.031

zbMATH Keywords

conditional expectationconditional association\(\mathcal F\)-demimartingalesconditional covarianceconditional N-demimartingales

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Generalizations of martingales (60G48)

Recommendations

• Conditional demimartingales and related results
• Some inequalities for conditional demimartingales and conditional \(N\)-demimartingales
• A comparison theorem on moment inequalities between negatively associated and independent random variables
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Cites work

• scientific article; zbMATH DE number 2188569 (Why is no real title available?)
• A comparison theorem on moment inequalities between negatively associated and independent random variables
• An exponential inequality and strong limit theorems for conditional expectations
• Associated sequences, demimartingales and nonparametric inference.
• Conditional demimartingales and related results
• Conditional independence, conditional mixing and conditional association
• Conditional limit theorems for conditionally negatively associated random variables
• Conditional versions of limit theorems for conditionally associated random variables
• Maximal inequalities for multidimensionally indexed demimartingales and the Hájek-Rényi inequality for associated random variables
• On Conditional Independence, Mixing, and Association
• On some inequalities for \(N\)-demimartingales
• Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables

Cited in

(3)

• The conditional convex order and a comparison inequality
• Maximal inequalities and the strong law of large numbers for strong demimartingales
• Normal approximation for strong demimartingales

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