A Bernstein type inequality for NOD random variables and applications

DOI10.7153/JMI-11-38MaRDI QIDQ5280105zbMATHOpenAlexFDO

Authors Soo Hak Sung, Pingyan Chen

Publication date 20 July 2017

Published in Journal of Mathematical Inequalities (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7153/jmi-11-38

zbMATH Keywords

convergence rateweighted sumsBernstein inequalitylaw of the iterated logarithmexponential inequalitynegatively orthant dependent random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

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(9)

• A Marcinkiewicz-Zygmund type strong law for weighted sums of \(\phi \)-mixing random variables and its applications
• Rosenthal inequality for NOD sequences and its applications
• A note on new Bernstein-type inequalities for the log-likelihood function of Bernoulli variables
• An exponential inequality and its application to \(M\) estimators in multiple linear models
• Bernstein-type inequality for a class of dependent random matrices
• The moment of maximum normed sums of randomly weighted pairwise NQD sequences
• On the spectrum of noisy blown-up matrices
• Moment Inequalities for $m$-NOD Random Variables and Their Applications
• An exponential inequality for a class of NOD random variables and its application

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