Please use this identifier to cite or link to this item: http://ktisis.cut.ac.cy/handle/10488/9909
Title: Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables
Authors: Hadjikyriakou, Milto 
Keywords: Conditional association;F-demimartingales;Conditional covariance;Conditional expectation;Conditional N-demimartingales
Category: Economics and Business
Field: Social Sciences
Issue Date: 1-Apr-2013
Publisher: Elsevier B.V.
Source: Statistics and Probability Letters, 2013, Volume 83, Issue 4, Pages 1282-1286
metadata.dc.doi: http://dx.doi.org/10.1016/j.spl.2012.12.031
Abstract: In this paper we define the class of conditional strong N-demimartingales given a σ-field F. This class includes the partial sum of F-negatively associated random variables as a special case. For functions of conditional strong N-demimartingales we compare the conditional expectation with the corresponding one of partial sums of conditionally independent random variables.
URI: http://ktisis.cut.ac.cy/handle/10488/9909
ISSN: 01677152
Rights: © 2012 Elsevier B.V.
Type: Article
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