Large deviations for the empirical mean of associated random variables

DOI10.1016/J.SPL.2007.09.020MaRDI QIDQ2483428zbMATH OpenOpenAlexWikidataFDO

Authors Carla Henriques, Paulo Eduardo Oliveira

Publication date 28 April 2008

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

Full work available at URL http://hdl.handle.net/10316/4590

zbMATH Keywords

associationlarge deviationsstationarity

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15)

Review text

Let \((X_n)_{n\geq1}\) be a strictly stationary sequence of associated random variables which are uniformly bounded. Under the assumption of an hyper-geometric decay of \(\sum_{j=n}^\infty\text{Cov}(X_1,X_j)\) and a boundedness assumption on the densities of the sample means \(\overline{X}_n=n^{-1}\sum_{i=1}^nX_i\) it is shown that the sequence \((\overline{X}_n)_{n\geq1}\) satisfies the large deviation principle.

Recommendations

• scientific article; zbMATH DE number 3899854
• Large deviations and moderate deviations for \(m\)-negatively associated random variables
• scientific article; zbMATH DE number 2078183
• Large deviations for an empirical process
• Large deviations for L-statistics
• scientific article; zbMATH DE number 1069539
• scientific article; zbMATH DE number 859993
• Large deviations for empirical probability measures and statistical tests
• Large deviations for empirical measures with degenerate limiting distribution

Cites work

• Associated sequences and related inference problems.
• Association of Random Variables, with Applications
• Asymptotic normality of a smooth estimate of a random field distribution function under association
• Correlation inequalities on some partially ordered sets
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 2206055 (Why is no real title available?)
• Large deviations and strong mixing
• Large deviations for functionals of stationary processes
• Normal fluctuations and the FKG inequalities
• On large deviations for uniformly strong mixing sequences

Cited in

(4)

• A moderate deviation for associated random variables
• On large deviations for empirical measure sequences
• A probability maximization model based on rough approximation and its application to the inventory problem
• Large deviation for the empirical correlation coefficient of two Gaussian random variables

This page was built for publication: Large deviations for the empirical mean of associated random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2483428)