Moment inequalities and a Martin conjecture

2008 ◽  
pp. 20-25
Author(s):  
A.K. Common
Keyword(s):  
Moment Inequalities

scholarly journals CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION

2021 ◽  
pp. 1-24
Author(s):  
Hiroaki Kaido ◽  
Francesca Molinari ◽  
Jörg Stoye
Keyword(s):  
Stochastic Programming ◽  
Constraint Qualification ◽  
Constraint Qualifications ◽  
Partial Identification ◽  
Moment Inequalities ◽  
Pure Moment ◽  
High Level

The literature on stochastic programming typically restricts attention to problems that fulfill constraint qualifications. The literature on estimation and inference under partial identification frequently restricts the geometry of identified sets with diverse high-level assumptions. These superficially appear to be different approaches to closely related problems. We extensively analyze their relation. Among other things, we show that for partial identification through pure moment inequalities, numerous assumptions from the literature essentially coincide with the Mangasarian–Fromowitz constraint qualification. This clarifies the relation between well-known contributions, including within econometrics, and elucidates stringency, as well as ease of verification, of some high-level assumptions in seminal papers.

On Moment Inequalities for Stochastic Integrals

1971 ◽  
Vol 16 (3) ◽  
pp. 538-541 ◽  
Author(s):  
A. A. Novikov
Keyword(s):  
Stochastic Integrals ◽  
Moment Inequalities

A study on moment inequalities under a weak dependence

2013 ◽  
Vol 42 (1) ◽  
pp. 133-141 ◽  
Author(s):  
Eunju Hwang ◽  
Dong Wan Shin
Keyword(s):  
Weak Dependence ◽  
Moment Inequalities

Moment Inequalities and Gaussian Approximation for Martingales

2019 ◽  
pp. 27-61
Author(s):  
Florence Merlevède ◽  
Magda Peligrad ◽  
Sergey Utev
Keyword(s):  
Functional Form ◽  
Gaussian Approximation ◽  
Sufficient Conditions ◽  
Maximal Inequality ◽  
Partial Sums ◽  
Moment Inequalities ◽  
Exponential Inequalities ◽  
Moderate Deviations Principle ◽  
Triangular Arrays ◽  
Burkholder Inequality

The aim of this chapter is to present useful tools for analyzing the asymptotic behavior of partial sums associated with dependent sequences, by approximating them with martingales. We start by collecting maximal and moment inequalities for martingales such as the Doob maximal inequality, the Burkholder inequality, and the Rosenthal inequality. Exponential inequalities for martingales are also provided. We then present several sufficient conditions for the central limit behavior and its functional form for triangular arrays of martingales. The last part of the chapter is devoted to the moderate deviations principle and its functional form for triangular arrays of martingale difference sequences.

Moment inequalities for positive random variables

2010 ◽  
Vol 348 (11-12) ◽  
pp. 687-690 ◽  
Author(s):  
Christopher S. Withers ◽  
Saralees Nadarajah
Keyword(s):  
Random Variables ◽  
Moment Inequalities

Moment inequalities and weak convergence for negatively associated sequences

1997 ◽  
Vol 40 (2) ◽  
pp. 172-182 ◽  
Author(s):  
Chun Su ◽  
Lincheng Zhao ◽  
Yuebao Wang
Keyword(s):  
Weak Convergence ◽  
Moment Inequalities ◽  
Negatively Associated ◽  
Associated Sequences

scholarly journals Gravity and Extended Gravity: Using Moment Inequalities to Estimate a Model of Export Entry

2014 ◽  
Author(s):  
Eduardo Morales ◽  
Gloria Sheu ◽  
Andrés Zahler
Keyword(s):  
Moment Inequalities ◽  
Extended Gravity
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