Some remarks on coupling of dependent random variables

Magda Peligrad

Statistics & Probability Letters, 2002, vol. 60, issue 2, 201-209

Abstract: In this note we investigate the coupling of a dependent random vector with an independent one, having the same marginal distributions. An upper bound of the distance in L1 between the variables with the same rank is given in terms of mixing coefficients. We shall apply our coupling method to the uniform law of large numbers.

Keywords: Coupling; Weakly; dependent; sequences; Coefficients; of; dependence; Strong; mixing; Uniform; law; of; large; numbers (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (2)

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