The weak convergence for functions of negatively associated random variables
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Cites work
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- A functional central limit theorem for asymptotically negatively dependent random fields
- A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
- A note on the almost sure convergence of sums of negatively dependent random variables
- An invariance principle for certain dependent sequences
- Estimation of the variance of partial sums for \(\rho\)-mixing random variables
- Estimation of variance of partial sums of an associated sequence of random variables
- Moment inequalities and weak convergence for negatively associated sequences
- Negative association of random variables, with applications
- The jackknife and the bootstrap for general stationary observations
Cited in
(38)- Uniform bounds in normal approximation under negatively associated random fields
- Precise rates in the law of the logarithm for negatively associated random variables
- Exact rates in log law for positively associated random variables
- Empirical likelihood ratio confidence interval for positively associated series
- An invariance principle for negatively associated random variables
- Self-normalized central limit theorem and estimation of variance of partial sums for negative dependent random variables
- The invariance principle for linear processes generated by a negatively associated sequence and its applications
- Strong and weak convergence for asymptotically almost negatively associated random variables
- Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations
- A self-normalized invariance principle for a \(\phi\)-mixing sequence
- Empirical likelihood for quantiles under associated samples
- Precise rates in log laws for NA sequences
- Empirical likelihood for NA series
- Asymptotic normality for \(U\)-statistics of negatively associated random variables
- Weighted weak convergence for empirical processes of negatively associated sequences.
- Empirical Likelihood Confidence Intervals for Distribution Functions under Negatively Associated Samples
- Quantile estimation in the presence of auxiliary information under negatively associated samples
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Almost sure central limit theorem for self-normalized products of partial sums of negatively associated sequences
- A strong invariance principle for negatively associated random fields
- Confidence intervals for nonparametric regression functions under negatively associated errors
- A Nonclassical Law of the Iterated Logarithm for Functions of Negatively Associated Random Variables
- Empirical likelihood for partially linear models under negatively associated errors
- An almost sure central limit theorem for the weight function sequences of NA random variables
- Weak convergence for smooth estimator of a distribution function under negative association
- Confidence intervals for probability density functions under associated samples
- Empirical Bayes estimation in continuous one-parameter exponential families under associated samples
- Almost sure central limit theorem for self-normalized partial sums of negatively associated random variables
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- A nonparametric test for the change of the density function under association
- A weak convergence for negatively associated fields
- Complete q-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model*
- Empirical likelihood for quantiles under negatively associated samples
- Empirical likelihood for probability density functions under negatively associated samples
- Empirical Euclidean likelihood for general estimating equations under association dependence
- Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing high-frequency data
- A nonclassical law of the iterated logarithm for functions of positively associated random variables
- A note on the almost sure central limit theorem for negatively associated fields
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