This article is cited in 2 papers

Moment inequalities for sums of certain dependent random variables

S. Louhichi

Paris-Sud University 11

Abstract: We present some examples of dependent sequences having the following property: The noncorrelation characterizes the independence. Moment inequalities related to those sequences are studied.

Keywords: moment inequalities, Rosenthal-type inequalities, negative dependence, association.

Received: 05.04.2000

Language: English

DOI: 10.4213/tvp3778

 English version: Theory of Probability and its Applications, 2003, 47:4, 649–664

Bibliographic databases:

• 
• 
•