The weak convergence for functions of negatively associated random variables
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Publication:5947228
DOI10.1006/jmva.2000.1949zbMath0989.60033OpenAlexW2069187247MaRDI QIDQ5947228
Publication date: 10 February 2002
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.2000.1949
Related Items (31)
A Nonclassical Law of the Iterated Logarithm for Functions of Negatively Associated Random Variables ⋮ Quantile Estimation in the Presence of Auxiliary Information under Negatively Associated Samples ⋮ Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications ⋮ A nonparametric test for the change of the density function under association ⋮ Empirical likelihood for partially linear models under negatively associated errors ⋮ Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations ⋮ A nonclassical law of the iterated logarithm for functions of positively associated random variables ⋮ An almost sure central limit theorem for the weight function sequences of NA random variables ⋮ 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* ⋮ Empirical likelihood for quantiles under negatively associated samples ⋮ Confidence intervals for probability density functions under associated samples ⋮ Almost sure central limit theorem for self-normalized products of partial sums of negatively associated sequences ⋮ A note on the almost sure central limit theorem for negatively associated fields ⋮ A strong invariance principle for negatively associated random fields ⋮ Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm ⋮ Precise rates in log laws for NA sequences ⋮ A self-normalized invariance principle for a \(\phi\)-mixing sequence ⋮ Empirical likelihood for NA series ⋮ Empirical likelihood for probability density functions under negatively associated samples ⋮ Asymptotic normality for \(U\)-statistics of negatively associated random variables ⋮ Empirical Euclidean likelihood for general estimating equations under association dependence ⋮ Uniform bounds in normal approximation under negatively associated random fields ⋮ Precise rates in the law of the logarithm for negatively associated random variables ⋮ Empirical Bayes estimation in continuous one-parameter exponential families under associated samples ⋮ Exact rates in log law for positively associated random variables ⋮ Confidence intervals for nonparametric regression functions under negatively associated errors ⋮ Empirical likelihood ratio confidence interval for positively associated series ⋮ Self-normalized central limit theorem and estimation of variance of partial sums for negative dependent random variables ⋮ Almost sure central limit theorem for self-normalized partial sums of negatively associated random variables ⋮ Empirical likelihood for quantiles under associated samples ⋮ Empirical Likelihood Confidence Intervals for Distribution Functions under Negatively Associated Samples
Cites Work
- An invariance principle for certain dependent sequences
- A note on the almost sure convergence of sums of negatively dependent random variables
- A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
- Estimation of the variance of partial sums for \(\rho\)-mixing random variables
- Moment inequalities and weak convergence for negatively associated sequences
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- The jackknife and the bootstrap for general stationary observations
- Negative association of random variables, with applications
- Estimation of variance of partial sums of an associated sequence of random variables
- A functional central limit theorem for asymptotically negatively dependent random fields
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