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A covariance inequality under a two-part dependence assumption |
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| Authors: | Richard C. Bradley |
| Affiliation: | Department of Mathematics, Indiana University, Bloomington, IN 47405, USA |
| 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 |
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