On the asymptotic approximation of inverse moment under sub-linear expectations
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Publication:2413992
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Cites work
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- A note on asymptotic approximations of inverse moments of nonnegative random variables
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
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- Approximation to the moments of ratios of cumulative sums
- Approximations to inverse moments of double-indexed weighted sums
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- scientific article; zbMATH DE number 1066320 (Why is no real title available?)
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- On inverse moments of nonnegative random variables
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Cited in
(22)- Deviation moments of the substitution estimator and its piecewise smooth approximations
- Another form of Chover's law of the iterated logarithm under sub-linear expectations
- General results on precise asymptotics under sub-linear expectations
- Approximations to inverse moments of double-indexed weighted sums
- Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations
- On complete convergence for extended independent random variables under sub-linear expectations
- Complete \(f\)-moment convergence for extended negatively dependent random variables under sub-linear expectations
- A complete convergence theorem for weighted sums under the sub-linear expectations
- Exponential inequalities under sub-linear expectations with applications to strong law of large numbers
- Complete and complete integral convergence for weighted sums of arrays of rowwise widely negative dependent random variables under the sub-linear expectations
- Capacity inequalities and strong laws for \(m\)-widely acceptable random variables under sub-linear expectations
- Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations
- Complete and Complete Integral Convergence for Arrays of Rowwise Extended Negatively Dependent Random Variables under Sublinear Expectations
- Precise asymptotics for complete integral convergence under sublinear expectations
- Strong convergence theorems under sub-linear expectations and its applications in nonparametric regression models
- Strong convergence for weighted sums of general normalizing dependent random variables under sublinear expectations
- Complete convergence for m -widely acceptable random variables under sub-linear expectations
- Limiting behaviors for weighted sums of residually h-integrable random variables under sublinear expectations
- On complete convergence for weighted sums of m -widely acceptable random variables under sub-linear expectations and its statistical applications
- Large deviations for the LS estimator in nonlinear regression model under sub-linear expectations
- The von Bahr-Esseen type inequality under sublinear expectations and applications
- Limit properties for weighted sums of residually h-integrable WOD random variables under sub-linear expectations
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