Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications
Sign Up to like & getrecommendations! Published in 2018 at "Statistical Papers"
DOI: 10.1007/s00362-018-0996-y
Abstract: In this paper, we present the $$L_p$$Lp convergence for partial sums $$S_n=\sum _{k=1}^nX_k$$Sn=∑k=1nXk under the Cesàro uniform integrability condition and the complete convergence for the maximum of $$S_n$$Sn for sequences of widely orthant dependent random… read more here.
Keywords: orthant dependent; random variables; widely orthant; dependent random ... See more keywords
Asymptotic Property of M Estimator in Classical Linear Models Under Dependent Random Errors
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DOI: 10.1007/s11009-017-9589-9
Abstract: In this paper, we first establish a useful result on strong convergence for weighted sums of widely orthant dependent (WOD, in short) random variables. Based on the strong convergence that we established and the Bernstein… read more here.
Keywords: random errors; random variables; asymptotic property; dependent random ... See more keywords
Strong laws for weighted sums of m-extended negatively dependent random variables and its applications
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DOI: 10.1016/j.jmaa.2020.124566
Abstract: Abstract In this paper, the sufficient and necessary conditions for complete convergence and the Kolmogorov strong law of large numbers for weighted sums of m-extended negatively dependent random variables are presented. Some applications of the… read more here.
Keywords: weighted sums; dependent random; extended negatively; negatively dependent ... See more keywords
The strong laws of large numbers for weighted sums of extended negatively dependent random variables
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DOI: 10.1080/03610926.2016.1222435
Abstract: ABSTRACT In this paper, the strong laws of large numbers for maximum value of weighted sums of extended negatively dependent random variables are obtained, which improve and extend the corresponding ones for independent random variables… read more here.
Keywords: random variables; weighted sums; strong laws; laws large ... See more keywords
Complete convergence for weighted sums of negatively dependent random variables under the sub-linear expectations
Sign Up to like & getrecommendations! Published in 2019 at "Communications in Statistics - Theory and Methods"
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