The inverse moment for widely orthant dependent random variables
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Cites work
- scientific article; zbMATH DE number 5226479 (Why is no real title available?)
- A note on a dependent risk model with constant interest rate
- A note on asymptotic approximations of inverse moments of nonnegative random variables
- A note on the inverse moment for the non negative random variables
- A note on the inverse moments for nonnegative \(\rho\)-mixing random variables
- Approximation to the moments of ratios of cumulative sums
- Asymptotic approximation of inverse moments of nonnegative random variables
- Asymptotic approximations of the inverse moment of the noncentral chi-squared variable
- Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
- Basic renewal theorems for random walks with widely dependent increments
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
- Complete and complete moment convergence for weighted sums of widely orthant dependent random variables
- Complete convergence for weighted sums and arrays of rowwise extended negatively dependent random variables
- Complete convergence theorems for extended negatively dependent random variables
- Exponential inequalities and inverse moment for NOD sequence
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
- Negative Moments of Positive Random Variables
- Negative association of random variables, with applications
- On Fatou-type lemma for monotone moments of weakly convergent random variables.
- On asymptotic approximation of inverse moments for a class of nonnegative random variables
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
- On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables
- On inverse moments for a class of nonnegative random variables
- On inverse moments for a nonnegative \(\operatorname{NOD}\) sequence
- On inverse moments of nonnegative random variables
- On the Bahadur representation of sample quantiles for widely orthant dependent sequences
- Precise large deviations for dependent random variables with heavy tails
- Sharp mean-variance bounds for Jensen-type inequalities
- Some Concepts of Dependence
- The consistency of the nearest neighbor estimator of the density function based on WOD samples
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- Uniform asymptotics of the finite-time ruin probability for all times
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
Cited in
(8)- Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications
- Moment inequalities of the \(k\)-minimum for nonnegative widely orthant dependent random variables
- Complete convergence of randomly weighted END sequences and its application
- Probability inequalities for sums of WUOD random variables and their applications
- Approximations to inverse moments of double-indexed weighted sums
- On asymptotic approximation of ratio models for weakly dependent sequences
- Asymptotic approximations of random ratio model based on AANA sequences
- Complete consistency for the weighted least squares estimators in semiparametric regression models
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