Asymptotic approximation of inverse moments of nonnegative random variables

DOI10.1016/j.spl.2009.02.010zbMath1168.60340OpenAlexW2023084877MaRDI QIDQ1026333

Tiee-Jian Wu, Baiqi Miao, Xiao Ping Shi

Publication date: 24 June 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.02.010

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Limit theorems in probability theory (60F99)

Related Items (16)

Approximations to inverse moments of double-indexed weighted sums ⋮ The inverse moment for widely orthant dependent random variables ⋮ Probability inequalities for END sequence and their applications ⋮ Bernstein-type inequality for weakly dependent sequence and its applications ⋮ On asymptotic approximation of inverse moments for a class of nonnegative random variables ⋮ Moment Inequalities for $m$-NOD Random Variables and Their Applications ⋮ On inverse moments for a class of nonnegative random variables ⋮ On the asymptotic approximation of inverse moment under sub-linear expectations ⋮ Asymptotic approximations of random ratio model based on AANA sequences ⋮ \(I\)-convergence in probabilistic \(n\)-normed space ⋮ On asymptotic approximation of ratio models for weakly dependent sequences ⋮ A note on the inverse moments for nonnegative \(\rho\)-mixing random variables ⋮ Approximation to the moments of ratios of cumulative sums ⋮ A Note on the Inverse Moment for the Non Negative Random Variables ⋮ Exponential inequalities and inverse moment for NOD sequence ⋮ A note on asymptotic approximations of inverse moments of nonnegative random variables

Cites Work

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• Sharp mean-variance bounds for Jensen-type inequalities
• On Fatou-type lemma for monotone moments of weakly convergent random variables.
• ASYMPTOTIC APPROXIMATIONS OF THE INVERSE MOMENT OF THE NONCENTRAL CHI-SQUARED VARIABLE
• An Approximation to the Negative Moments of the Positive Binomial Useful in Life Testing
• STATISTICAL INFERENCE BASED ON THE LENGTH-BIASED DATA FOR THE INVERSE GAUSSIAN DISTRIBUTION
• Asymptotic Eulerian expansions for binomial and negative binomial reciprocals
• On inverse moments of nonnegative random variables

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