Probability Inequalities
From MaRDI portal
Publication:5851408
DOI10.1007/978-3-642-05261-3zbMath1221.60001MaRDI QIDQ5851408
Publication date: 21 January 2010
Full work available at URL: https://doi.org/10.1007/978-3-642-05261-3
60E15: Inequalities; stochastic orderings
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
Related Items
Unnamed Item, A Randomized Sequential Procedure to Determine the Number of Factors, Berry-Esseen type inequality for a Poisson randomly indexed branching process via Stein's method, The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model, Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes, SOME PROBABILISTIC INEQUALITIES FOR FUZZY RANDOM VARIABLES, TENSOR PRODUCTS OF RANDOM UNITARY MATRICES, Complete and complete moment convergence for i.i.d. random variables under exponential moment conditions, Asymptotic Behavior of Delay Times of Bubble Monitoring Tests, On Kolmogorov’s converse inequality for dependent random variables, 1.79-Approximation Algorithms for Continuous Review Single-Sourcing Lost-Sales and Dual-Sourcing Inventory Models, Some extensions of the classical law of large numbers, Moderate deviations for the total population arising from a nearly unstable sub-critical Galton-Watson process with immigration, Common breaks in means for panel data under short-range dependence, Asymptotic theory for a stochastic unit root model, On Eagleson's theorem in the non‐stationary setup, Limit theory for random coefficient autoregressive process under possibly infinite variance error sequence, Asymptotic properties of bubble monitoring tests, On the inequalities for moments of branching random processes, Oracle inequality for sparse trace regression models with exponential \(\beta\)-mixing errors, Sequential Detection of an Arbitrary Transient Change Profile by the FMA Test, Inequalities for moments of branching processes in a varying environment, Maximal inequalities and some applications, Berry-Esseen type estimates for nonconventional sums, Some conditional results for conditionally strong mixing sequences of random variables, Upper bounds on the connection probability for 2-D meshes and tori, Inference on factor structures in heterogeneous panels, Large deviations for sums of random vectors attracted to operator semi-stable laws, Low eigenvalues of Laplacian matrices of large random graphs, Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise, Bahadur representations of M-estimators and their applications in general linear models, High dimensional efficiency with applications to change point tests, Index tracking model, downside risk and non-parametric kernel estimation, Harmonic moments and large deviations for supercritical branching processes with immigration, Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso, Asymptotic behaviors for critical branching processes with immigration, Mixing inequalities in Riesz spaces, A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions, Deviations for martingale convergence of a branching process with random index, On the convergence of the Baum-Katz series for elements of a linear autoregression, Some characterizations for Brownian motion with Markov switching, Estimating multiple breaks in mean sequentially with fractionally integrated errors, The asymptotic distribution of the condition number for random circulant matrices, Freedman inequality in noncommutative probability spaces, Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean, Concentration of the collision estimator, Bilateral Harnack inequalities for stochastic differential equation with multiplicative noise, On the asymptotic moments and Edgeworth expansions for some processes in random dynamical environment, Surface functional models, Precise asymptotics in the law of the iterated logarithm for statistic, Dynamic linear discriminant analysis in high dimensional space, Quantile inference for moderate deviations from a unit root model with infinite variance, Complete moment convergence for i.i.d. random variables, Testing for joint significance in nonstationary binary choice model, Precise asymptotics in the law of the logarithm for the rescaled range statistic, Some limit theorems for the cell load in the generalized allocation scheme, Lasso regression in sparse linear model with \(\varphi\)-mixing errors, Large deviation inequalities of Bayesian estimator in nonlinear regression models, Variance reduction estimation for return models with jumps using gamma asymmetric kernels, Wavelet estimation for derivative of a density in a GARCH-type model, Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps, Invariance principles and almost sure central limit theorem for the error variance estimator in linear models, A new generation of process capability indices based on fuzzy measurements, Local Linear Estimation of Second-order Jump-diffusion Model, From Conditional Independence to Conditionally Negative Association: Some Preliminary Results