A Hajek-Renyi Type Inequality for Stochastic Vectors with Applications to Simultaneous Confidence Regions

Sen, Pranab Kumar

Ann. Math. Statist., Tome 42 (1971) no. 6, p. 1132-1134 / Harvested from Project Euclid

Résumé

For a sequence of stochastic vectors forming either a forward or a reverse martingale, a Hajek-Renyi type inequality is derived, and its applications in some problems of simultaneous confidence regions are stressed.

Publié le : 1971-06-14
Classification:

@article{1177693347,
     author = {Sen, Pranab Kumar},
     title = {A Hajek-Renyi Type Inequality for Stochastic Vectors with Applications to Simultaneous Confidence Regions},
     journal = {Ann. Math. Statist.},
     volume = {42},
     number = {6},
     year = {1971},
     pages = { 1132-1134},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177693347}
}

Sen, Pranab Kumar. A Hajek-Renyi Type Inequality for Stochastic Vectors with Applications to Simultaneous Confidence Regions. Ann. Math. Statist., Tome 42 (1971) no. 6, pp.  1132-1134. http://gdmltest.u-ga.fr/item/1177693347/