| bibtype |
J -
Journal Article
|
| ARLID |
0463481 |
| utime |
20240103212712.7 |
| mtime |
20161006235959.9 |
| SCOPUS |
84958280797 |
| WOS |
000381329100009 |
| DOI |
10.1016/j.jkss.2016.01.004 |
| title
(primary) (eng) |
On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence |
| specification |
| page_count |
12 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0344617 |
| ISSN |
1226-3192 |
| title
|
Journal of the Korean Statistical Society |
| volume_id |
45 |
| volume |
3 (2016) |
| page_num |
439-450 |
| publisher |
|
|
| keyword |
Hoeffding’s inequality |
| keyword |
Bernstein’s inequality |
| keyword |
Complete convergence |
| keyword |
Choquet integral |
| author
(primary) |
| ARLID |
cav_un_auth*0261431 |
| share |
30 |
| name1 |
Agahi |
| name2 |
H. |
| country |
IR |
| garant |
K |
|
| author
|
| ARLID |
cav_un_auth*0101163 |
| full_dept (cz) |
Ekonometrie |
| full_dept |
Department of Econometrics |
| department (cz) |
E |
| department |
E |
| full_dept |
Department of Econometrics |
| share |
40 |
| name1 |
Mesiar |
| name2 |
Radko |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0334818 |
| share |
30 |
| name1 |
Motiee |
| name2 |
M. |
| country |
IR |
|
| source |
|
| cas_special |
| abstract
(eng) |
Working with real phenomena, one often faces situations where additivity assumption is unavailable. Non-additive measures and Choquet integral are attracting much attention from scientists in many different areas such as financial economics, economic modelling, probability theory and statistics. Hoeffding’s and Bernstein’s inequalities are two powerful tools that can be applied in many studies of the asymptotic behaviour of inference problems in probability theory, model selection, stochastic processes and economic modelling. One thing that seems missing is the developments of Hoeffding’s and Bernstein’s inequalities for sums of random variables in non-additive cases. The purposes of this paper are to extend Hoeffding’s and Bernstein’s inequalities for sums of random variables from probability measure space to non-additive measure space, and then establish two complete convergence theorems for more general form. |
| RIV |
BA |
| reportyear |
2017 |
| num_of_auth |
3 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0263129 |
| confidential |
S |
| mrcbC86 |
3+4 Article Statistics Probability |
| mrcbT16-e |
STATISTICSPROBABILITY |
| mrcbT16-j |
0.407 |
| mrcbT16-s |
0.532 |
| mrcbT16-4 |
Q3 |
| mrcbT16-B |
18.175 |
| mrcbT16-D |
Q4 |
| mrcbT16-E |
Q4 |
| arlyear |
2016 |
| mrcbU14 |
84958280797 SCOPUS |
| mrcbU34 |
000381329100009 WOS |
| mrcbU63 |
cav_un_epca*0344617 Journal of the Korean Statistical Society 1226-3192 2005-2863 Roč. 45 č. 3 2016 439 450 Elsevier |
|