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A multilinear form inequality

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  • Picard, Frederic
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    Abstract

    An inequality of Interpolation type for Multilinear Forms with a two-part dependence condition is proved. It generalizes the work of Bradley and Bryc [Theorem 3.6, Multilinear forms and measures of dependence between random variables, J. Multivariate Anal. 16 (1985) 335-367] and Prakasa Rao [Bounds for rth order joint cumulant under rth order strong mixing, Statist. Probab. Lett. 43 (1999) 427-431].

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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 98 (2007)
    Issue (Month): 4 (April)
    Pages: 774-788

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    Handle: RePEc:eee:jmvana:v:98:y:2007:i:4:p:774-788

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    Keywords: Interpolation Multilinear forms Cumulant Two-part dependence condition;

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    1. Bradley, Richard C. & Bryc, Wlodzimierz, 1985. "Multilinear forms and measures of dependence between random variables," Journal of Multivariate Analysis, Elsevier, vol. 16(3), pages 335-367, June.
    2. Bradley, Richard C., 1996. "A covariance inequality under a two-part dependence assumption," Statistics & Probability Letters, Elsevier, vol. 30(4), pages 287-293, November.
    3. Rao, B. L. S. Prakasa, 1999. "Bounds for rth order joint cumulant under rth order strong mixing," Statistics & Probability Letters, Elsevier, vol. 43(4), pages 427-431, July.
    4. Peligrad, Magda, 1992. "On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient," Stochastic Processes and their Applications, Elsevier, vol. 42(2), pages 181-193, September.
    5. Bryc, Wlodzimierz & Peligrad, Magda, 1992. "The central limit theorem for Tukey's 3R smoother," Statistics & Probability Letters, Elsevier, vol. 13(1), pages 29-37, January.
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