A note on the inverse moments for nonnegative \(\rho\)-mixing random variables
Summary: We study the asymptotic approximation of inverse moments for nonnegative \(\rho\)-mixing random variables, which improves the corresponding results of \textit{T.-J. Wu, X. Shi} and \textit{B. Miao} [Stat. Probab. Lett. 79, No.~11, 1366--1371 (2009; Zbl 1168.60340)]; \textit{A. Shen, Y. Shi, W. Wang} and \textit{B. Han} [``Bernstein-type inequality for weakly dependent sequence and its applications'', Rev. Mat. Complut. 25, No.~1, 97--108 (2012), \url{doi:10.1007/s13163-011-0059-6}] and of \textit{X. Wang, S. Hu, W. Yang} and \textit{N. Ling} [Stat. Probab. Lett. 80, No.~5--6, 452--461 (2010; Zbl 1186.60015)] in the case of identical distributions.
scientific article; zbMATH DE number 5999618