Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables
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Publication:1950784
DOI10.1016/j.spl.2012.12.031zbMath1269.60047MaRDI QIDQ1950784
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
conditional expectation; conditional association; \(\mathcal F\)-demimartingales; conditional covariance; conditional N-demimartingales
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Cites Work
- Conditional limit theorems for conditionally negatively associated random variables
- Conditional versions of limit theorems for conditionally associated random variables
- An exponential inequality and strong limit theorems for conditional expectations
- Conditional demimartingales and related results
- Conditional independence, conditional mixing and conditional association
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables
- On Conditional Independence, Mixing, and Association
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