The moment index of a nonnegative random variable X has the property that the moment index of the minimum of two independent r.v.s X and Y is greater than or equal to the sum of the moment indices of X and Y. We characterize conditions under which equality holds for a given r.v. X and every independent nonnegative r.v. Y, and discuss extensions to related r.v.s and their distributions
Exact lower bounds on the exponential moments of min(y,X) and X 1{X \u3c y } are provided given th...
In this paper, we construct confidence sets for models defined by many conditional moment inequalities...
Exact lower bounds on the exponential moments of min(y,X) and X 1{X \u3c y } are provided given th...
The moment index κ(X) = sup {k: E(Xk) < ∞} of a nonnegative random variable X has the property that ...
We consider random coefficient autoregressive models of infinite order (AR($\infty$)) under the assu...
Suppose that X is an arbitrary nonnegative random variable with three given moments E(X...
Suppose that X is an arbitrary nonnegative random variable with three given moments E(X...
A general result about the quality of approximation of the mean of a distribution by its empirical e...
This note uses a simple example to show how moment inequality models used in the empirical economics...
This note uses a simple example to show how moment inequality models used in the empirical economics...
AbstractLet Xi, Yj, and Zij (i, j ∈ Z+) be independent families of i.i.d. random variables uniformly...
AbstractLet X1, X2,… be a sequence of i.i.d. random variables and Sn their partial sums. Necessary a...
AbstractSuppose that \bar x is a characteristic function anda1,a2,…,anare weight functions on a fini...
Stock returns are often modeled as having infinite second or fourth moments, with consequences for t...
International audienceIn extreme value theory, the so-called extreme-value index is a parameter that...
Exact lower bounds on the exponential moments of min(y,X) and X 1{X \u3c y } are provided given th...
In this paper, we construct confidence sets for models defined by many conditional moment inequalities...
Exact lower bounds on the exponential moments of min(y,X) and X 1{X \u3c y } are provided given th...
The moment index κ(X) = sup {k: E(Xk) < ∞} of a nonnegative random variable X has the property that ...
We consider random coefficient autoregressive models of infinite order (AR($\infty$)) under the assu...
Suppose that X is an arbitrary nonnegative random variable with three given moments E(X...
Suppose that X is an arbitrary nonnegative random variable with three given moments E(X...
A general result about the quality of approximation of the mean of a distribution by its empirical e...
This note uses a simple example to show how moment inequality models used in the empirical economics...
This note uses a simple example to show how moment inequality models used in the empirical economics...
AbstractLet Xi, Yj, and Zij (i, j ∈ Z+) be independent families of i.i.d. random variables uniformly...
AbstractLet X1, X2,… be a sequence of i.i.d. random variables and Sn their partial sums. Necessary a...
AbstractSuppose that \bar x is a characteristic function anda1,a2,…,anare weight functions on a fini...
Stock returns are often modeled as having infinite second or fourth moments, with consequences for t...
International audienceIn extreme value theory, the so-called extreme-value index is a parameter that...
Exact lower bounds on the exponential moments of min(y,X) and X 1{X \u3c y } are provided given th...
In this paper, we construct confidence sets for models defined by many conditional moment inequalities...
Exact lower bounds on the exponential moments of min(y,X) and X 1{X \u3c y } are provided given th...
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