Maximal inequalities for associated random variables and demimartingales

In this paper, we establish a maximal inequality for demimartingales which generalizes and improves the main result of Christofides (Statist. Probab. Lett. 50 (2000) 357). The maximal inequality obtained for demimartingales is used as a key inequality to obtain Doob's type inequalities for associated random variables, and for more general demimartingales. At last, we derive a Hájek-Rényi inequality for associated fields.

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Year of publication:	2004
Authors:	Wang, Jianfeng
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 66.2004, 3, p. 347-354
Publisher:	Elsevier
Keywords:	Associated random variables Random field Demimartingales Hájek-Rényi inequality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005211906