Moment inequalities for \(m\)-negatively associated random variables and their applications

DOI10.1007/s00362-015-0731-xzbMath1387.60058OpenAlexW2495985019MaRDI QIDQ1685227

Benqiong Xiao, Yu Zhang, Aiting Shen, Andrei I. Volodin

Publication date: 13 December 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0731-x

zbMATH Keywords

nonlinear regression\(m\)-negatively associated random variablesmultiple linear regression modelsRosenthal-type inequalityMarcinkiewicz-Zygmund-type inequality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Strong limit theorems (60F15)

Related Items

Limit theorems for dependent random variables with infinite means, Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications, 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^*, Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications, Weak convergence for weighted sums of a class of random variables with related statistical applications, A Rosenthal-type inequality for some classes of dependent random variables and its applications, Unnamed Item, On a Spitzer-type law of large numbers for partial sums of m-negatively associated random variables, The consistency for the estimators of semiparametric regression model with dependent samples, Some convergence properties for the maximum of partial sums of \(m\)-negatively associated random variables

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