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Moments de variables aléatoires mélangeantes. (English) Zbl 0544.62022

This note proves several majorization inequalities for moments of sums of \(\phi\)-mixing or strongly mixing (but not necessarily stationary) random variables. The authors also briefly discuss applications to empirical distribution functions for mixing sequences and to kernel estimators.
Reviewer: E.Slud

MSC:

62E99 Statistical distribution theory
60E15 Inequalities; stochastic orderings
62G30 Order statistics; empirical distribution functions
62G05 Nonparametric estimation
60G12 General second-order stochastic processes
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