Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14279/9909
Title: Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables
Authors: Hadjikyriakou, Milto 
metadata.dc.contributor.other: Χατζηκυριάκου, Μυλτώ
Major Field of Science: Social Sciences
Field Category: Economics and Business
Keywords: Conditional association;F-demimartingales;Conditional covariance;Conditional expectation;Conditional N-demimartingales
Issue Date: Apr-2013
Source: Statistics and Probability Letters, 2013, vol. 83, no. 4, pp. 1282-1286
Volume: 83
Issue: 4
Start page: 1282
End page: 1286
Journal: Statistics & Probability Letters 
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: https://hdl.handle.net/20.500.14279/9909
ISSN: 01677152
DOI: 10.1016/j.spl.2012.12.031
Rights: © Elsevier
Type: Article
Affiliation : UCLAN Cyprus 
Publication Type: Peer Reviewed
Appears in Collections:Άρθρα/Articles

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