Notes on the exponential inequalities for strictly stationary and positively associated random variables

DOI10.1016/j.jspi.2008.03.024zbMath1149.60013OpenAlexW1984814003MaRDI QIDQ951080

Guo-Dong Xing, Shan-chao Yang

Publication date: 29 October 2008

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.2008.03.024

zbMATH Keywords

rate of convergenceexponential inequalitypositively associated random variable

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

Related Items (6)

An exponential inequality for negatively associated random variables ⋮ On the exponential inequalities for negatively dependent random variables ⋮ On the exponential inequalities for strictly stationary and negatively associated 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 ⋮ A maximal moment inequality for \(\alpha \)-mixing sequences and its applications

Cites Work

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• Weak convergence for weighted empirical processes of dependent sequences
• Moment bounds for associated sequences
• Exponential inequality for associated random variables
• A note on the exponential inequality for associated random variables
• An exponential inequality for associated variables
• A general method of density estimation for associated random variables

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