On the exponential inequalities for strictly stationary and negatively associated random variables

DOI10.1016/j.jspi.2009.03.023zbMath1181.60042OpenAlexW2060299517MaRDI QIDQ2272096

Guo-Dong Xing

Publication date: 5 August 2009

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.2009.03.023

zbMATH Keywords

strong law of large numbersexponential inequalityconvergence ratenegatively associated random variablesstrict stationarity

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

Related Items (6)

On the exponential inequality for acceptable random variables ⋮ Complete convergence and complete moment convergence for weighted sums of \(m\)-NA random variables ⋮ Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications ⋮ On the exponential inequalities for negatively dependent random variables ⋮ A note on the exponential inequality for a class of dependent random variables ⋮ On the exponential inequalities for widely orthant-dependent random variables

Cites Work

• Unnamed Item
• Exponential inequality for negatively associated random variables
• Notes on the exponential inequalities for strictly stationary and positively associated random variables
• A maximal moment inequality for \(\alpha \)-mixing sequences and its applications
• A note on the almost sure convergence of sums of negatively dependent random variables
• A comparison theorem on moment inequalities between negatively associated and independent random variables
• Moment inequalities for the partial sums of random variables
• The law of iterated logarithm for negatively associated random variables
• An exponential inequality for associated variables
• A remark on the exponential inequality for negatively associated random variables
• Some Concepts of Dependence

This page was built for publication: On the exponential inequalities for strictly stationary and negatively associated random variables