A covariance inequality under a two-part dependence assumption

Richard C. Bradley

Statistics & Probability Letters, 1996, vol. 30, issue 4, 287-293

Abstract: A covariance inequality is proved under a certain "two-part" dependence assumption. It generalizes and sharpens, with a simpler and more transparent proof, two earlier covariance inequalities used in central limit theory under certain "two-part" strong mixing assumptions.

Keywords: Covariance; inequality; Two-part; dependence; assumption (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (3)

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