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 Associated Sequences Demimartingales and Nonparametric Inference

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Associated Sequences Demimartingales and Nonparametric Inference Ae1df056139f7c1ae88fb690429e3580
B.L.S. Prakasa Rao - Associated Sequences, Demimartingales and Nonparametric Inference
Published: 2011-11-05 | ISBN: 3034802390, 3034807465 | PDF | 272 pages | 3 MB

This book gives a comprehensive review of results for associated sequences and demimartingales developed so far, with special emphasis on demimartingales and related processes.
One of the basic aims of theory of probability and statistics is to build stochastic models which explain the phenomenon under investigation and explore the dependence among various covariates which influence this phenomenon. Classic examples are the concepts of Markov dependence or of mixing for random processes. Esary, Proschan and Walkup introduced the concept of association for random variables, and Newman and Wright studied properties of processes termed as demimartingales. It can be shown that the partial sums of mean zero associated random variables form a demimartingale.



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