Conditional independence, conditional mixing and conditional association

DOI10.1007/S10463-007-0152-2zbMATH Open1314.60054OpenAlexW2020323483MaRDI QIDQ730762FDOQ730762

B. L. S. Prakasa Rao

Publication date: 30 September 2009

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-007-0152-2

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zbMATH Keywords

conditional independenceconditional central limit theoremconditional covariance inequalityconditional associationconditional Borel-Cantelli lemma[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=conditional+H%EF%BF%BD%EF%BF%BDjek-R%EF%BF%BD%EF%BF%BDnyi+inequality&go=Go conditional H��jek-R��nyi inequality]conditional mixingconditional strong law of large numbersgeneralized Kolmogorov inequality

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Cited In (63)

• A general approach to conditional strong laws of large numbers
• Some preliminary results on conditionally ψ-mixing sequences of random variables
• Central limit theorems for conditionally strong mixing and conditionally strictly stationary sequences of random variables
• Panel data models with time-varying latent group structures
• Uniform inference in linear panel data models with two-dimensional heterogeneity
• Profile GMM estimation of panel data models with interactive fixed effects
• The role of score and information bias in panel data likelihoods
• Two-step estimation of quantile panel data models with interactive fixed effects
• Varying coefficient single-index regression model with missing responses under rank-based modelling
• The essential equivalence of pairwise and mutual conditional independence
• Shrinkage estimation of dynamic panel data models with interactive fixed effects
• Limit theorems for network dependent random variables
• On Conditional Independence, Mixing, and Association
• Conditionally negative association resulting from multinomial distribution
• Modified first-difference estimator in a panel data model with unobservable factors both in the errors and the regressors when the time dimension is small
• The effects of adaptation on maximum likelihood inference for nonlinear models with normal errors
• Some mixing properties of conditionally independent processes
• Conditional Central Limit Theorem
• A conditional version of the extended Kolmogorov-Feller weak law of large numbers
• Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables
• Inferential theory for heterogeneity and cointegration in large panels
• General local rank estimation for single-index varying coefficient models
• Conditional demimartingales and related results
• Conditional Zero-One Laws
• Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices
• Conditional versions of limit theorems for conditionally associated random variables
• Robust estimation of single index models with responses missing at random
• THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS
• Conditional acceptability of random variables
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• NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS
• Conditional limit theorems for conditionally linearly negative quadrant dependent random variables
• Conditional mean convergence theorems of conditionally dependent random variables under conditions of integrability
• Conditional limit theorems for conditionally negatively associated random variables
• Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables
• Risk aggregation and stochastic claims reserving in disability insurance
• Upper and lower bounds of Borel–Cantelli Lemma in a general measure space
• On Conditionally Independent Random Variables, Copula and Order Statistics
• Stochastic mortality models: an infinite-dimensional approach
• Identifying latent grouped patterns in panel data models with interactive fixed effects
• The limit theorem for maximum of partial sums of exchangeable random variables
• Inference for a two-stage enrichment design
• Chow-type maximal inequality for conditional demimartingales and its applications
• Coupling and perturbation techniques for categorical time series
• Extensions of the Borel-Cantelli lemma in general measure spaces
• On conditionally mixing processes
• Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
• Specification test for panel data models with interactive fixed effects
• On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock
• The Conditional Convex Order and a Comparison Inequality
• TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
• From Conditional Independence to Conditionally Negative Association: Some Preliminary Results
• Characterizations of probability distributions through linear forms of \(Q\)-conditional independent random variables
• Some conditional results for conditionally strong mixing sequences of random variables
• Conditional and marginal association for binary random variables
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• On the conditional distributions
• Some results following from conditional characteristic functions
• On inequalities for conditional probabilities of unions of events and the conditional Borel-Cantelli lemma
• A comprehensive family of copulas to model bivariate random noise and perturbation
• Keplerian shear in ergodic theory
• On conditional Borel-Cantelli lemmas for sequences of random variables
• \(k\)-nearest neighbor estimation of inverse-density-weighted expectations with dependent data

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