A note on asymptotic approximations of inverse moments of nonnegative random variables

DOI10.1016/j.spl.2010.04.004zbMath1191.62020OpenAlexW2021218928MaRDI QIDQ984021

Yuehua Wu, Yu Liu, Xiao Ping Shi

Publication date: 13 July 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.04.004

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (13)

Approximations to inverse moments of double-indexed weighted sums ⋮ The inverse moment for widely orthant dependent random variables ⋮ Probability inequalities for END sequence and their applications ⋮ On asymptotic approximation of inverse moments for a class of nonnegative random variables ⋮ Moment Inequalities for $m$-NOD Random Variables and Their Applications ⋮ On the asymptotic approximation of inverse moment under sub-linear expectations ⋮ Asymptotic approximations of random ratio model based on AANA sequences ⋮ On asymptotic approximation of ratio models for weakly dependent sequences ⋮ Approximation of inverse moments of discrete distributions ⋮ A note on the inverse moments for nonnegative \(\rho\)-mixing random variables ⋮ Approximation to the moments of ratios of cumulative sums ⋮ A Note on the Inverse Moment for the Non Negative Random Variables ⋮ Random discretization of stationary continuous time processes

Cites Work

• Unnamed Item
• Sharp mean-variance bounds for Jensen-type inequalities
• Asymptotic approximation of inverse moments of nonnegative random variables
• On Fatou-type lemma for monotone moments of weakly convergent random variables.
• ASYMPTOTIC APPROXIMATIONS OF THE INVERSE MOMENT OF THE NONCENTRAL CHI-SQUARED VARIABLE
• An Approximation to the Negative Moments of the Positive Binomial Useful in Life Testing
• STATISTICAL INFERENCE BASED ON THE LENGTH-BIASED DATA FOR THE INVERSE GAUSSIAN DISTRIBUTION
• Asymptotic Eulerian expansions for binomial and negative binomial reciprocals
• On mixing times for stratified walks on thed-cube
• Probability Inequalities for Sums of Bounded Random Variables
• Negative Moments of Positive Random Variables
• On inverse moments of nonnegative random variables

This page was built for publication: A note on asymptotic approximations of inverse moments of nonnegative random variables