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https://hdl.handle.net/20.500.14279/9909| Τίτλος: | Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables | Συγγραφείς: | Hadjikyriakou, Milto | metadata.dc.contributor.other: | Χατζηκυριάκου, Μυλτώ | Major Field of Science: | Social Sciences | Field Category: | Economics and Business | Λέξεις-κλειδιά: | Conditional association;F-demimartingales;Conditional covariance;Conditional expectation;Conditional N-demimartingales | Ημερομηνία Έκδοσης: | Απρ-2013 | Πηγή: | Statistics and Probability Letters, 2013, vol. 83, no. 4, pp. 1282-1286 | Volume: | 83 | Issue: | 4 | Start page: | 1282 | End page: | 1286 | Περιοδικό: | Statistics & Probability Letters | Περίληψη: | 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 |
| Εμφανίζεται στις συλλογές: | Άρθρα/Articles |
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