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Title of Journal: Ann Inst Stat Math

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Abbravation: Annals of the Institute of Statistical Mathematics

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Springer-Verlag

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10.1002/ar.23202

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1572-9052

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Conditional independence conditional mixing and c

Authors: B L S Prakasa Rao
Publish Date: 2007/09/21
Volume: 61, Issue: 2, Pages: 441-460
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Abstract

Some properties of conditionally independent random variables are studied Conditional versions of generalized BorelCantelli lemma generalized Kolmogorov’s inequality and generalized HájekRényi inequality are proved As applications a conditional version of the strong law of large numbers for conditionally independent random variables and a conditional version of the Kolmogorov’s strong law of large numbers for conditionally independent random variables with identical conditional distributions are obtained The notions of conditional strong mixing and conditional association for a sequence of random variables are introduced Some covariance inequalities and a central limit theorem for such sequences are mentioned

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  2. Smoothing algorithms for state–space models
  3. Maximum likelihood estimation in the proportional hazards cure model
  4. Two-step estimation procedures for inhomogeneous shot-noise Cox processes
  5. Estimating the intensity of a cyclic Poisson process in the presence of linear trend
  6. Recursive equations in finite Markov chain imbedding
  7. Full likelihood inferences in the Cox model: an empirical likelihood approach
  8. Connectedness of PBIB designs having asymmetrical association schemes
  9. Limiting size index distributions for ball-bin models with Zipf-type frequencies
  10. Higher-order accurate polyspectral estimation with flat-top lag-windows
  11. A class of rank-based test for left-truncated and right-censored data
  12. Local c - and E -optimal Designs for Exponential Regression Models
  13. A characterization of limiting distributions of estimators in an autoregressive process
  14. Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise
  15. Yates type estimators of a common mean
  16. On sum of 0–1 random variables I. Univariate case
  17. Nonparametric estimators of the survival function with twice censored data
  18. Testing Homogeneity in Weibull Error in Variables Models
  19. Goodness of fit test for ergodic diffusion processes
  20. Proportional odds frailty model and stochastic comparisons
  21. Multiplicity distributions in a two-component branching process
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