Exponential inequality for associated random variables

被引：22

作者：

Ioannides, DA

Roussas, GG

机构：

[1] Univ Macedonia, Thessaloniki, Greece

[2] Univ Calif Davis, Div Stat, Davis, CA 95616 USA

来源：

STATISTICS & PROBABILITY LETTERS | 1999年 / 42卷 / 04期

关键词：

exponential inequality; associated random variables; covariance function;

D O I：

10.1016/S0167-7152(98)00240-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Under mild conditions, a Bernstein-Hoeffding-type inequality is established for covariance invariant positively associated random variables. A condition is given for almost sure convergence, and the associated rate of convergence is specified in terms of the underlying covariance function. (C) 1999 Elsevier Science B.V. All rights reserved.

引用

页码：423 / 431

页数：9

共 38 条

[1] ESTIMATION OF THE SURVIVAL FUNCTION FOR STATIONARY ASSOCIATED PROCESSES [J].