Exponential inequality for negatively associated random variables
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DOI: 10.1007/s00362-007-0081-4
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- Lesigne, Emmanuel & Volný, Dalibor, 2001. "Large deviations for martingales," Stochastic Processes and their Applications, Elsevier, vol. 96(1), pages 143-159, November.
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Keywords
Covariance function; Exponential inequality; Negative association; 60F15; 62G20;All these keywords.
JEL classification:
Statistics
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