Conditional limit theorems for conditionally linearly negative quadrant dependent random variables

doi:10.1007/s00605-012-0373-1

CORC > 上海财经大学 > 上海财经大学

	Conditional limit theorems for conditionally linearly negative quadrant dependent random variables
	Yuan, De-Mei 1; Xie, Yang 2
刊名	MONATSHEFTE FUR MATHEMATIK
	2012-05
卷号	166 期号:2 页码:281-299
关键词	Conditionally linearly negative quadrant dependence Conditional exponential type inequality Conditional independence Conditional stochastic domination Conditionally complete convergence Conditional central limit theorem
ISSN号	0026-9255
DOI	10.1007/s00605-012-0373-1
英文摘要	From the ordinary notion of linearly negative quadrant dependence for a sequence of random variables, a new concept called conditionally linearly negative quadrant dependence is introduced. The relation between the two kinds of dependence is answered by examples, that is, the linearly negative quadrant dependence does not imply the conditionally linearly negative quadrant dependence, and vice versa. The fundamental properties of conditionally linearly negative quadrant dependence are developed, which extend the corresponding ones under the non-conditioning setup. By means of these properties, some conditional exponential inequalities, conditionally complete convergence results and a conditional central limit theorem stated in terms of conditional characteristic functions are established.
WOS研究方向	Mathematics
语种	英语
出版者	SPRINGER WIEN
WOS记录号	WOS:000303473300006
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2147]
专题	上海财经大学
通讯作者	Yuan, De-Mei
作者单位	1.Chongqing Technol & Business Univ, Sch Math & Stat, Chongqing 400067, Peoples R China; 2.Shanghai Univ Finance & Econ, Sch Finance, Shanghai 200433, Peoples R China
推荐引用方式 GB/T 7714	Yuan, De-Mei,Xie, Yang. Conditional limit theorems for conditionally linearly negative quadrant dependent random variables[J]. MONATSHEFTE FUR MATHEMATIK,2012,166(2):281-299.
APA	Yuan, De-Mei,&Xie, Yang.(2012).Conditional limit theorems for conditionally linearly negative quadrant dependent random variables.MONATSHEFTE FUR MATHEMATIK,166(2),281-299.
MLA	Yuan, De-Mei,et al."Conditional limit theorems for conditionally linearly negative quadrant dependent random variables".MONATSHEFTE FUR MATHEMATIK 166.2(2012):281-299.