Geodesic
An optimal estimate for the covariance of indicator functions of associated random variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 58 (2013) no. 4, pp. 804-812 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{TVP_2013_58_4_a10,
     author = {V. P. Demichev},
     title = {An optimal estimate for the covariance of indicator functions of associated random variables},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {804--812},
     year = {2013},
     volume = {58},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2013_58_4_a10/}
}
TY  - JOUR
AU  - V. P. Demichev
TI  - An optimal estimate for the covariance of indicator functions of associated random variables
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2013
SP  - 804
EP  - 812
VL  - 58
IS  - 4
UR  - http://geodesic.mathdoc.fr/item/TVP_2013_58_4_a10/
LA  - ru
ID  - TVP_2013_58_4_a10
ER  - 
%0 Journal Article
%A V. P. Demichev
%T An optimal estimate for the covariance of indicator functions of associated random variables
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2013
%P 804-812
%V 58
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_2013_58_4_a10/
%G ru
%F TVP_2013_58_4_a10
V. P. Demichev. An optimal estimate for the covariance of indicator functions of associated random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 58 (2013) no. 4, pp. 804-812. http://geodesic.mathdoc.fr/item/TVP_2013_58_4_a10/

[1] Bulinskii A. V., Shashkin A. P., Predelnye teoremy dlya assotsiirovannykh sluchainykh polei i rodstvennykh sistem, Fizmatlit, M., 2008

[2] Newman C. M., “Normal fluctations and the FKG inequalities”, Commun. Math. Phys., 74:2 (1980), 119–128 | DOI | Zbl

[3] Bagai I., Prakasa Rao B. L. S., “Estimation of the survival function for stationary associated processes”, Statist. Probab. Lett., 12 (1991), 385–391 | DOI | Zbl

[4] Yu H., “A Glivenko–Cantelli lemma and weak convergence for empirical processes of associated sequences”, Probab. Theor. Related Fileds, 95:3 (1993), 357–370 | DOI | Zbl

[5] Matula P., Ziemba M., “General covariance inequalities”, Cent. Eur. J. Math., 9:2 (2011), 281–293 | DOI | Zbl

[6] Matula P., “A note on some inequalities for certain classes of positively dependent random variables”, Probab. Math. Statist., 24:1 (2004), 17–26 | Zbl

[7] Esary J. D., Proschan F., Walkup D. W., “Association of random variables, with applications”, Ann. Math. Statist., 38:5 (1967), 1466–1474 | DOI | Zbl

[8] Newman C. M., “Asymptotic independence and limit theorems for positively and negatively dependent random variables”, Inequalities in Statistics and Probability, Institute of Mathematical Statistics, Hayward, CA, 1984, 127–140 | DOI

[9] Joag-Dev K., Proschan F., “Negative association of random variables, with applications”, Ann. Statist., 11:1 (1983), 286–295 | DOI | Zbl

[10] Bulinski A. V., Spodarev E., Timmermann F., “Central limit theorems for the excursion set volumes of weakly dependent random fields”, Bernoulli, 18:1 (2012), 100–118 | DOI | Zbl

[11] Bulinskii A. V., “Tsentralnaya predelnaya teorema dlya polozhitelno assotsiirovannykh statsionarnykh sluchainykh polei”, Vestn. S.-Peterb. un-ta. Ser. 1, 2011, no. 2, 5–13

[12] Louhichi S., “Weak convergence for empirical processes of associated sequences”, Ann. Inst. Henri Poincare, Probabilites et Statistiques, 36 (2000), 547–567 | Zbl