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Exponential inequality for associated random variables

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.
Year of publication:
1999
Authors: Ioannides, D. A. ; Roussas, G. G.
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 42.1999, 4, p. 423-431
Publisher: Elsevier
Keywords: Exponential inequality Associated random variables Covariance function
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005313804
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