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A covariance inequality under a two-part dependence assumption

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  • Bradley, Richard C.

Abstract

A covariance inequality is proved under a certain "two-part" dependence assumption. It generalizes and sharpens, with a simpler and more transparent proof, two earlier covariance inequalities used in central limit theory under certain "two-part" strong mixing assumptions.

Suggested Citation

  • Bradley, Richard C., 1996. "A covariance inequality under a two-part dependence assumption," Statistics & Probability Letters, Elsevier, vol. 30(4), pages 287-293, November.
    • Handle: RePEc:eee:stapro:v:30:y:1996:i:4:p:287-293
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    References listed on IDEAS

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    1. Bradley, Richard C. & Bryc, Wlodzimierz & Janson, Svante, 1987. "On dominations between measures of dependence," Journal of Multivariate Analysis, Elsevier, vol. 23(2), pages 312-329, December.
    2. Bradley, Richard C., 1983. "Equivalent measures of dependence," Journal of Multivariate Analysis, Elsevier, vol. 13(1), pages 167-176, March.
    3. Bradley, Richard C. & Bryc, Wlodzimierz, 1985. "Multilinear forms and measures of dependence between random variables," Journal of Multivariate Analysis, Elsevier, vol. 16(3), pages 335-367, June.
    4. Peligrad, Magda, 1992. "On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient," Stochastic Processes and their Applications, Elsevier, vol. 42(2), pages 181-193, September.
    5. Bradley, Richard C. & Peligrad, Magda, 1986. "Invariance principles under a two-part mixing assumption," Stochastic Processes and their Applications, Elsevier, vol. 22(2), pages 271-289, July.
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    Cited by:

    1. Rao, B. L. S. Prakasa, 1999. "Bounds for rth order joint cumulant under rth order strong mixing," Statistics & Probability Letters, Elsevier, vol. 43(4), pages 427-431, July.
    2. Bradley, Richard C., 1997. "Every "lower psi-mixing" Markov chain is "interlaced rho-mixing"," Stochastic Processes and their Applications, Elsevier, vol. 72(2), pages 221-239, December.
    3. Picard, Frederic, 2007. "A multilinear form inequality," Journal of Multivariate Analysis, Elsevier, vol. 98(4), pages 774-788, April.

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