Moment inequalities for sums of certain dependent random variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 4, pp. 747-763
Voir la notice de l'article provenant de la source Math-Net.Ru
We present some examples of dependent sequences having the following property: The noncorrelation characterizes the independence. Moment inequalities related to those sequences are studied.
Keywords:
moment inequalities, Rosenthal-type inequalities, negative dependence
Mots-clés : association.
Mots-clés : association.
@article{TVP_2002_47_4_a6,
author = {S. Louhichi},
title = {Moment inequalities for sums of certain dependent random variables},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {747--763},
publisher = {mathdoc},
volume = {47},
number = {4},
year = {2002},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2002_47_4_a6/}
}
S. Louhichi. Moment inequalities for sums of certain dependent random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 4, pp. 747-763. http://geodesic.mathdoc.fr/item/TVP_2002_47_4_a6/