A Berry-Esseen theorem for weakly negatively dependent random variables and its applications
A pair of real random variables \((X,Y)\) is called negatively quadrant dependent (abbreviated: NQD) if \(\text{Cov}\,(f(X), f(Y))\leq 0\) for all non-increasing functions \(f\), \(g\). A sequence \((X_n)_{n\geq 1}\) of random variables is called linearly NQD (LNQD), if for all disjoint set of integers \(A\), \(B\) and all \(r_i\geq 0\) the random variables \((\sum_{i\in A} r_i\cdot X_i, \sum_{i\in B} r_i\cdot X_i)\) are NQD, cf. \textit{E. L. Lehmann} [Ann. Math. Stat. 37, 1137--1153 (1966; Zbl 0146.40601)], \textit{C. M. Newman} [Asymptotic independence and limit theorems for positively and negatively dependent random variables, in: Inequalities in Statistics and Probability, Inst. Math. Stat. Hayward CA, pp. 127-140 (1984)]. For NQD sequences a version of the central limit theorem was proved by the second named author in [Acta Math. Hung. 86, 237--259 (2000; Zbl 0964.60035)]. In the paper under review the authors prove Berry-Esseén type estimates for the rate of convergence (Theorem 2.2 and 2.3).
- scientific article; zbMATH DE number 640253
- A central limit theorem for general weighted sums of LNQD random variables and its application
- On convergence for sequences of pairwise negatively quadrant dependent random variables.
- The Berry-Esseen bounds for the sequence of negatively associated random variables
- Some inequalities for a LNQD sequence with applications
- Berry-Esseen bounds of weighted kernel estimator for a nonparametric regression model based on linear process errors under a LNQD sequence
- The law of the iterated logarithm for LNQD sequences
- About the Berry-Esseen theorem for weakly dependent sequences
- Asymptotic behavior of product of two heavy-tailed dependent random variables
- Asymptotic results for random processes
- Asymptotic normality and mean consistency for the weighted estimator in nonparametric regression models
- Some mean convergence and complete convergence theorems for sequences of \(m\)-linearly negative quadrant dependent random variables.
- Exponential inequalities and complete convergence for a LNQD sequence
- Berry-Esséen bound of sample quantiles for negatively associated sequence
- Central limit theorem for stationary linear processes generated by linearly negative quadrant-dependent sequence
- On limiting behavior for arrays of rowwise linearly negative quadrant dependent random variables
- Some inequalities for a LNQD sequence with applications
- Limiting behavior of the maximum of the partial sum for linearly negative quadrant dependent random variables under residual Cesàro alpha-integrability assumption
- Conditional limit theorems for conditionally linearly negative quadrant dependent random variables
- scientific article; zbMATH DE number 640253 (Why is no real title available?)
- scientific article; zbMATH DE number 1931623 (Why is no real title available?)
- A note on undirected random graph models parameterized by the strengths of vertices
- The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors
- Complete convergence for weighted sums of LNQD random variables
- Limsup results and a uniform LIL for partial sums of an LNQD sequence
- Some results on increments of l∞-valued random fields
- Asymptotic properties of Kaplan–Meier estimator and hazard estimator for censored survival time with LENQD data
- How small are the increments of partial sums of a discrete random field?
- Maximal inequalities for some dependent sequences and their applications
- Strong laws of large numbers for arrays of rowwise NA and LNQD random variables
- On the exponential inequality for weighted sums of a class of linearly negative quadrant dependent random variables
- Retracted: Convergence of weighted sums for arrays of negatively dependent random variables and its applications.
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