A general result on complete convergence for weighted sums of linear processes and its statistical applications
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DOI: 10.1080/02331888.2019.1615912
Abstract: ABSTRACT Consider the linear process , where is a sequence of identically distributed, negatively associated random variables with , and is a sequence of real numbers with . Under some mild conditions, we first establish… read more here.
Keywords: convergence weighted; complete convergence; weighted sums; general result ... See more keywords
Complete convergence for weighted sums of mixingale sequences and statistical applications
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DOI: 10.1080/03610926.2016.1242738
Abstract: ABSTRACT In this paper, the complete convergence of weighted sums of Lr-mixingale is established, from which the complete convergence of martingale differences is also derived. As statistical applications, non parametric regression model and simpler linear… read more here.
Keywords: convergence weighted; statistical applications; complete convergence; weighted sums ... See more keywords
Complete convergence for weighted sums of negatively dependent random variables under the sub-linear expectations
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DOI: 10.1080/03610926.2018.1429632
Abstract: ABSTRACT In this article, we study complete convergence theorems for weighted sums of negatively dependent random variables under the sub-linear expectations. Our results extend the corresponding results of Sung (2012) relative to the classical probability. read more here.
Keywords: random variables; complete convergence; weighted sums; dependent random ... See more keywords
Complete convergence and the strong laws of large numbers for pairwise NQD random variables
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DOI: 10.1080/03610926.2018.1481979
Abstract: Abstract The authors study the strong convergence for sequences of pairwise negatively quadrant dependent (NQD) random variables under some wide conditions, and present some new theorems on the complete convergence and the strong laws of… read more here.
Keywords: nqd random; random variables; complete convergence; strong laws ... See more keywords
Complete convergence and complete moment convergence for maximal randomly weighted sums of widely orthant-dependent random variables with applications
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DOI: 10.1080/03610926.2019.1640879
Abstract: Abstract In this paper, the complete convergence and the complete moment convergence for maximal randomly weighted sums of widely orthant-dependent (WOD, in short) random variables are investigated. By using the main results, we further consider… read more here.
Keywords: complete convergence; complete moment; convergence maximal; convergence complete ... See more keywords
Complete convergence theorem for negatively dependent random variables under sub-linear expectations
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DOI: 10.1080/03610926.2020.1790603
Abstract: Abstract Under the condition that the Choquet integral exists, we study the complete convergence theorem for negatively dependent random variables under sub-linear expectation space. Two general complete convergence theorems under sub-linear expectation space are obtained,… read more here.
Keywords: complete convergence; sub linear; negatively dependent; convergence theorem ... See more keywords
On complete convergence for weighted sums of arrays of rowwise END random variables and its statistical applications
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DOI: 10.1515/ms-2017-0216
Abstract: Abstract In this paper, the complete convergence for the weighted sums of arrays of rowwise extended negatively dependent (END, for short) random variables is established under some mild conditions. In addition, the Marcinkiewicz-Zygmund type strong… read more here.
Keywords: complete convergence; convergence weighted; arrays rowwise; random variables ... See more keywords
Complete convergence and complete moment convergence for arrays of rowwise widely orthant dependent random variables and an application
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Mathematical Inequalities"
DOI: 10.7153/jmi-2019-13-02
Abstract: Some general results on complete convergence and complete moment convergence for arrays of rowwise widely orthant dependent random variables is established. As an application, the complete consistency for the estimators in non-parametric model is established. read more here.
Keywords: complete convergence; convergence complete; convergence; complete moment ... See more keywords