Approximations to inverse moments of double-indexed weighted sums
DOI10.1016/J.JMAA.2016.03.050zbMATH Open1381.60049OpenAlexW2303456837MaRDI QIDQ289545FDOQ289545
Authors: Wenzhi Yang, Xiaoqin Li, Shuhe Hu, Xiaoping Shi 
Publication date: 30 May 2016
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2016.03.050
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Probability distributions: general theory (60E05) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)
Cites Work
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
- Exponential inequalities and inverse moment for NOD sequence
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
- Asymptotic approximation of inverse moments of nonnegative random variables
- On Fatou-type lemma for monotone moments of weakly convergent random variables.
- Asymptotic approximations of the inverse moment of the noncentral chi-squared variable
- On asymptotic approximation of inverse moments for a class of nonnegative random variables
- Approximation to the moments of ratios of cumulative sums
- A note on the inverse moment for the non negative random variables
- Title not available (Why is that?)
- Negative Moments of Positive Random Variables
- On inverse moments of nonnegative random variables
- On inverse moments for a class of nonnegative random variables
- A note on the inverse moments for nonnegative \(\rho\)-mixing random variables
- Sharp mean-variance bounds for Jensen-type inequalities
- A note on asymptotic approximations of inverse moments of nonnegative random variables
Cited In (5)
- On the estimation of parameter of weighted sums of exponential distribution
- Asymptotic approximations of random ratio model based on AANA sequences
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- On the asymptotic approximation of inverse moment under sub-linear expectations
- On asymptotic approximation of ratio models for weakly dependent sequences
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