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This article is cited in 10 scientific papers (total in 10 papers)
Moment inequalities for $m$-NOD random variables and their applications
X. Wanga, Sh. H. Hua, A. I. Volodinb a School of Mathematical Sciences, Anhui University, China
b Department of Mathematics and Statistics, University of Regina, Regina, Canada
Abstract:
The concept of $m$-negatively orthant dependent ($m$-NOD) random variables is introduced, and the moment inequalities for $m$-NOD random variables, especially the Marcinkiewicz–Zygmund-type inequality and Rosenthal-type inequality, are established. As one application of the moment inequalities, we study the $L_r$ convergence and strong convergence for $m$-NOD random variables under some uniformly integrable conditions. On the other hand, the asymptotic approximation of inverse moments for nonnegative $m$-NOD random variables with finite first moments is established. The results obtained in the paper generalize or improve some known ones for independent sequences and some dependent sequences.
Keywords:
$m$-negatively orthant dependent sequence, $L_r$-convergence, inverse moments, Marcinkiewicz–Zygmund-type inequalities, Rosenthal inequality.
Received: 31.03.2015
Citation:
X. Wang, Sh. H. Hu, A. I. Volodin, “Moment inequalities for $m$-NOD random variables and their applications”, Teor. Veroyatnost. i Primenen., 62:3 (2017), 587–609; Theory Probab. Appl., 62:3 (2018), 471–490
Linking options:
https://www.mathnet.ru/eng/tvp5123https://doi.org/10.4213/tvp5123 https://www.mathnet.ru/eng/tvp/v62/i3/p587
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Abstract page: | 362 | Full-text PDF : | 42 | References: | 51 | First page: | 13 |
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