A Berry-Esseen theorem and a law of the iterated logarithm for asymptotically negatively associated sequences

被引:26
作者
Wang, Jian Feng [1 ]
Zhang, Li Xin
机构
[1] Zhejiang Gongshang Univ, Dept Stat, Hangzhou 310035, Peoples R China
[2] Zhejiang Univ, Dept Math, Hangzhou 310028, Peoples R China
基金
中国国家自然科学基金;
关键词
Berry-Esseen theorem; law of the iterated logarithm; negative association; asymptotically negative association;
D O I
10.1007/s10114-005-0800-5
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Negatively associated sequences have been studied extensively in recent years. Asymptotically negative association is a generalization of negative association. In this paper a Berry-Esseen theorem and a law of the iterated logarithm are obtained for asymptotically negatively associated sequences.
引用
收藏
页码:127 / 136
页数:10
相关论文
共 14 条
  • [1] ALAM K, 1981, COMMUN STAT A-THEOR, V10, P1183
  • [2] ON THE CONVERGENCE RATE IN THE CENTRAL LIMIT-THEOREM FOR ASSOCIATED PROCESSES
    BIRKEL, T
    [J]. ANNALS OF PROBABILITY, 1988, 16 (04) : 1685 - 1698
  • [3] NEGATIVE ASSOCIATION OF RANDOM-VARIABLES, WITH APPLICATIONS
    JOAGDEV, K
    PROSCHAN, F
    [J]. ANNALS OF STATISTICS, 1983, 11 (01) : 286 - 295
  • [4] LEDOUX M, 1991, PROBABILITY BANACH S
  • [5] LIN ZY, 1983, ACTA MATH APPL SINIC, V6, P468
  • [6] Newman C. M., 1984, IMS LECTURE NOTES MO, P127
  • [7] PAN JM, 1998, CHINESE SCI BULL, V43, P1144
  • [8] Petrov V.V., 1975, Sums of Independent Random Variables
  • [9] The law of the iterated logarithm for negatively associated random variables
    Shao, QM
    Su, C
    [J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1999, 83 (01) : 139 - 148
  • [10] Moment inequalities and weak convergence for negatively associated sequences
    Su, C
    Zhao, LC
    Wang, YB
    [J]. SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY, 1997, 40 (02): : 172 - 182