Notes on the exponential inequalities for strictly stationary and positively associated random variables

DOI10.1016/j.jspi.2008.03.024zbMath1149.60013MaRDI QIDQ951080

Guo-Dong Xing, Shan-chao Yang

Publication date: 29 October 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.03.024

zbMATH Keywords

rate of convergence; exponential inequality; positively associated random variable

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60F15: Strong limit theorems

Related Items

An exponential inequality for negatively associated random variables, On the exponential inequalities for negatively dependent random variables, A note on the exponential inequality for a class of dependent random variables, A maximal moment inequality for \(\alpha \)-mixing sequences and its applications, On the exponential inequalities for strictly stationary and negatively associated random variables, On the exponential inequalities for widely orthant-dependent random variables

Cites Work

• Unnamed Item
• Weak convergence for weighted empirical processes of dependent sequences
• Moment bounds for associated sequences
• Exponential inequality for associated random variables
• A note on the exponential inequality for associated random variables
• An exponential inequality for associated variables
• A general method of density estimation for associated random variables