Abstract
This note gives an extension of the Hajek-Renyi inequality without the assumptions of independence and of the moment conditions. It is a generalization of results of Kounias and Weng [3].
Citation
Dominik Szynal. "An Extension of the Hajek-Renyi Inequality for One Maximum of Partial Sums." Ann. Statist. 1 (4) 740 - 744, July, 1973. https://doi.org/10.1214/aos/1176342468
Information
Published: July, 1973
First available in Project Euclid: 12 April 2007
zbMATH: 0263.60020
MathSciNet: MR336792
Digital Object Identifier: 10.1214/aos/1176342468
Rights: Copyright © 1973 Institute of Mathematical Statistics