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A strong invariance principle for positively or negatively associated random fields

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  • Shashkin, Alexey

Abstract

We prove a new coupling theorem stating the proximity of positively or negatively associated random vectors to vectors with independent increments. It is applied to the proof of strong invariance principle under weakest known conditions.

Suggested Citation

  • Shashkin, Alexey, 2008. "A strong invariance principle for positively or negatively associated random fields," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2121-2129, October.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:14:p:2121-2129
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    References listed on IDEAS

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    1. Peligrad, Magda, 2002. "Some remarks on coupling of dependent random variables," Statistics & Probability Letters, Elsevier, vol. 60(2), pages 201-209, November.
    2. Bulinski, Alexander & Suquet, Charles, 2001. "Normal approximation for quasi-associated random fields," Statistics & Probability Letters, Elsevier, vol. 54(2), pages 215-226, September.
    3. Christofides, Tasos C. & Vaggelatou, Eutichia, 2004. "A connection between supermodular ordering and positive/negative association," Journal of Multivariate Analysis, Elsevier, vol. 88(1), pages 138-151, January.
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