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The law of the iterated logarithm for negatively associated random variables

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  • Shao, Qi-Man
  • Su, Chun

Abstract

This paper proves that the law of the iterated logarithm holds for a stationary negatively associated sequence of random variables with finite variance. The proof is based on a Rosenthal type maximal inequality, a Kolmogorov type exponential inequality and Stein's method.

Suggested Citation

  • Shao, Qi-Man & Su, Chun, 1999. "The law of the iterated logarithm for negatively associated random variables," Stochastic Processes and their Applications, Elsevier, vol. 83(1), pages 139-148, September.
    • Handle: RePEc:eee:spapps:v:83:y:1999:i:1:p:139-148
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    References listed on IDEAS

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    1. Dabrowski, AndréR. & Dehling, Herold, 1988. "A Berry-Esséen theorem and a functional law of the iterated logarithm for weakly associated random vectors," Stochastic Processes and their Applications, Elsevier, vol. 30(2), pages 277-289, December.
    2. Matula, Przemyslaw, 1992. "A note on the almost sure convergence of sums of negatively dependent random variables," Statistics & Probability Letters, Elsevier, vol. 15(3), pages 209-213, October.
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    Citations

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    Cited by:

    1. Zhang, Junjian, 2006. "Empirical likelihood for NA series," Statistics & Probability Letters, Elsevier, vol. 76(2), pages 153-160, January.
    2. Wang, Jiang-Feng & Liang, Han-Ying, 2008. "A note on the almost sure central limit theorem for negatively associated fields," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1964-1970, September.
    3. Huang, Wei, 2003. "A law of the iterated logarithm for geometrically weighted series of negatively associated random variables," Statistics & Probability Letters, Elsevier, vol. 63(2), pages 133-143, June.
    4. Dagmara Dudek & Anna Kuczmaszewska, 2024. "Some practical and theoretical issues related to the quantile estimators," Statistical Papers, Springer, vol. 65(6), pages 3917-3933, August.
    5. Bulinski, Alexander & Suquet, Charles, 2001. "Normal approximation for quasi-associated random fields," Statistics & Probability Letters, Elsevier, vol. 54(2), pages 215-226, September.
    6. Liang, Han-Ying & Fan, Guo-Liang, 2009. "Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors," Journal of Multivariate Analysis, Elsevier, vol. 100(1), pages 1-15, January.
    7. Qi-Man Shao, 2000. "A Comparison Theorem on Moment Inequalities Between Negatively Associated and Independent Random Variables," Journal of Theoretical Probability, Springer, vol. 13(2), pages 343-356, April.
    8. Zhang, Yong, 2017. "The limit law of the iterated logarithm for linear processes," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 147-151.
    9. Ming Yuan & Chun Su & Taizhong Hu, 2003. "A Central Limit Theorem for Random Fields of Negatively Associated Processes," Journal of Theoretical Probability, Springer, vol. 16(2), pages 309-323, April.
    10. Zhang, Li-Xin, 2001. "Strassen's law of the iterated logarithm for negatively associated random vectors," Stochastic Processes and their Applications, Elsevier, vol. 95(2), pages 311-328, October.
    11. Zhang, Li-Xin & Wen, Jiwei, 2001. "A weak convergence for negatively associated fields," Statistics & Probability Letters, Elsevier, vol. 53(3), pages 259-267, June.
    12. Bing-Yi Jing & Han-Ying Liang, 2008. "Strong Limit Theorems for Weighted Sums of Negatively Associated Random Variables," Journal of Theoretical Probability, Springer, vol. 21(4), pages 890-909, December.
    13. Han-Ying Liang & Jong-Il Baek, 2008. "Berry–Esseen bounds for density estimates under NA assumption," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(3), pages 305-322, November.

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