On Conditional Independence, Mixing, and Association

DOI10.1080/07362990802405836zbMath1160.60002OpenAlexW1999592931MaRDI QIDQ3548440

George G. Roussas

Publication date: 12 December 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990802405836

zbMATH Keywords

conditional characteristic functionconditional varianceconditional associationconditional mixingconditional covarianceconditional independence of classes of eventsconditional independence of eventsconditional independence of random variables

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Stochastic processes (60G99) Foundations of probability theory (60A99) Asymptotic properties of parametric tests (62F05)

Related Items (18)

Conditional acceptability of random variables ⋮ From Conditional Independence to Conditionally Negative Association: Some Preliminary Results ⋮ Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables ⋮ Shrinkage estimation of dynamic panel data models with interactive fixed effects ⋮ Uniform inference in linear panel data models with two-dimensional heterogeneity ⋮ Conditional versions of limit theorems for conditionally associated random variables ⋮ Chow-type maximal inequality for conditional demimartingales and its applications ⋮ Conditional Central Limit Theorem ⋮ Conditionally negative association resulting from multinomial distribution ⋮ Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables ⋮ Characterizations of probability distributions through linear forms of \(Q\)-conditional independent random variables ⋮ Conditional demimartingales and related results ⋮ Some results following from conditional characteristic functions ⋮ TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS ⋮ The Conditional Convex Order and a Comparison Inequality ⋮ A conditional version of the extended Kolmogorov-Feller weak law of large numbers ⋮ Specification test for panel data models with interactive fixed effects ⋮ Conditional mean convergence theorems of conditionally dependent random variables under conditions of integrability

Cites Work

• Unnamed Item
• Unnamed Item
• Asymptotic conditional inference for regular nonergodic models with an application to autoregressive processes
• Normal fluctuations and the FKG inequalities
• Asymptotic minimax results for stochastic process families with critical points
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Asymptotic normality of random fields of positively or negatively associated processes
• Moment inequalities for mixing sequences of random variables
• Reciprocal processes
• Asymptotic Statistics
• Some Concepts of Dependence

This page was built for publication: On Conditional Independence, Mixing, and Association