Moment Inequalities and Complete Moment Convergence

Moment - Entropy Inequalities

Complete convergence and complete moment convergence for arrays of rowwise ANA random variables

In this article, we investigate complete convergence and complete moment convergence for weighted sums of arrays of rowwise asymptotically negatively associated (ANA) random variables. The results obtained not only generalize the corresponding ones of Sung (Stat. Pap. 52:447-454, 2011), Zhou et al. (J. Inequal. Appl. 2011:157816, 2011), and Sung (Stat. Pap. 54:773-781, 2013) to the case of ANA ...

Moment Inequalities and Their Application

This paper provides conditions under which the inequality constraints generated by either single agent optimizing behavior, or by the Nash equilibria of multiple agent problems, can be used as a basis for estimation and inference. We also add to the econometric literature on inference in models defined by inequality constraints by providing a new specification test and methods of inference for ...

Alternative models for moment inequalities

Behavioral choice models generate inequalities which, when combined with additional assumptions, can be used as a basis for estimation. This paper considers two sets of such assumptions and uses them in two empirical examples. The second example examines the structure of payments resulting from the upstream interactions in a vertical market. We then mimic the empirical setting for this example ...

Refinement of some moment inequalities

In this paper we give refinements of some convex and log-convex moment inequalities of the first and second order using a special kind of positive definite form. An open problem concerning eight parameter refinement of second order is also stated with some applications in Information Theory.