The inverse moment for widely orthant dependent random variables
From MaRDI portal
Publication:300528
DOI10.1186/s13660-016-1099-8zbMath1376.60045OpenAlexW2434274864WikidataQ59467045 ScholiaQ59467045MaRDI QIDQ300528
Xiaoqin Li, Shuhe Hu, Xi Liu, Wenzhi Yang
Publication date: 28 June 2016
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-016-1099-8
Related Items (6)
Complete convergence of randomly weighted END sequences and its application ⋮ Asymptotic approximations of random ratio model based on AANA sequences ⋮ Complete consistency for the weighted least squares estimators in semiparametric regression models ⋮ On asymptotic approximation of ratio models for weakly dependent sequences ⋮ Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications ⋮ Probability inequalities for sums of WUOD random variables and their applications
Cites Work
- Unnamed Item
- Unnamed Item
- Uniform asymptotics of the finite-time ruin probability for all times
- A note on a dependent risk model with constant interest rate
- On inverse moments for a class of nonnegative random variables
- A note on the inverse moments for nonnegative \(\rho\)-mixing random variables
- Basic renewal theorems for random walks with widely dependent increments
- Complete and complete moment convergence for weighted sums of widely orthant dependent random variables
- Sharp mean-variance bounds for Jensen-type inequalities
- A note on asymptotic approximations of inverse moments of nonnegative random variables
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
- Precise large deviations for dependent random variables with heavy tails
- Asymptotic approximation of inverse moments of nonnegative random variables
- On Fatou-type lemma for monotone moments of weakly convergent random variables.
- Negative association of random variables, with applications
- Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- Exponential inequalities and inverse moment for NOD sequence
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
- The consistency of the nearest neighbor estimator of the density function based on WOD samples
- Complete convergence theorems for extended negatively dependent random variables
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
- ASYMPTOTIC APPROXIMATIONS OF THE INVERSE MOMENT OF THE NONCENTRAL CHI-SQUARED VARIABLE
- Complete Convergence for Weighted Sums and Arrays of Rowwise Extended Negatively Dependent Random Variables
- On asymptotic approximation of inverse moments for a class of nonnegative random variables
- On the Bahadur representation of sample quantiles for widely orthant dependent sequences
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
- Approximation to the moments of ratios of cumulative sums
- On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables
- A Note on the Inverse Moment for the Non Negative Random Variables
- Some Concepts of Dependence
- Negative Moments of Positive Random Variables
- On inverse moments of nonnegative random variables
This page was built for publication: The inverse moment for widely orthant dependent random variables
