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Exponential inequalities and inverse moment for NOD sequence

✍ Scribed by Xuejun Wang; Shuhe Hu; Wenzhi Yang; Nengxiang Ling


Book ID
108267681
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
568 KB
Volume
80
Category
Article
ISSN
0167-7152

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## a b s t r a c t In this work, we establish an exponential inequality for unbounded negatively orthant dependent (NOD) random variables. The inequality extends and improves the results of [1], [2], and Xing et al. (2009) [3]. We also obtain the convergence rate O(n -1/2 ln 1/2 n) for the stron

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