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On the exponential inequalities for widely orthant-dependent random variables

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  • Tingting Liu
  • Xuejun Wang
  • Xinghui Wang
  • Shuhe Hu

Abstract

In this work, we establish some exponential inequalities for widely orthant-dependent random variables. We also obtain the convergence rate O(n− 1/2ln 1/2n) for the strong law of large numbers for widely orthant-dependent random variables.

Suggested Citation

  • Tingting Liu & Xuejun Wang & Xinghui Wang & Shuhe Hu, 2016. "On the exponential inequalities for widely orthant-dependent random variables," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(19), pages 5848-5856, October.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:19:p:5848-5856
    DOI: 10.1080/03610926.2014.950752
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    Cited by:

    1. Li Yongming & Li Naiyi & Luo Zhongde & Xing Guodong, 2024. "Asymptotic Behaviors of the VaR and CVaR Estimates for Widely Orthant Dependent Sequences," Methodology and Computing in Applied Probability, Springer, vol. 26(3), pages 1-22, September.
    2. Jinyu Zhou & Jigao Yan & Dongya Cheng, 2024. "Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples," Statistical Papers, Springer, vol. 65(6), pages 3357-3394, August.
    3. Xin Deng & Xuejun Wang, 2018. "Asymptotic Property of M Estimator in Classical Linear Models Under Dependent Random Errors," Methodology and Computing in Applied Probability, Springer, vol. 20(4), pages 1069-1090, December.

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