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
Sign Up to like & getrecommendations! Published in 2018 at "Methodology and Computing in Applied Probability"
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
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Mathematical Analysis and Applications"
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 convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications
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DOI: 10.1080/02331888.2024.2401597
Abstract: In this paper, we study the complete convergence and complete moment convergence for randomly weighted sums of arrays of rowwise widely negative dependent random variables in sub-linear expectation space under some appropriate conditions, which extend… read more here.
Keywords: weighted sums; negative dependent; sub linear; dependent random ... See more keywords
The strong laws of large numbers for weighted sums of extended negatively dependent random variables
Sign Up to like & getrecommendations! Published in 2017 at "Communications in Statistics - Theory and Methods"
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
Complete convergence for weighted sums of widely negative orthant dependent random variables under the sub-linear expectations
Sign Up to like & getrecommendations! Published in 2024 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2024.2307454
Abstract: Abstract. In this article, we study and establish complete convergence for widely negative orthant dependent random variables under the sub-linear expectations, which extend some complete convergence theorems for widely negative orthant dependent random variables from… read more here.
Keywords: negative orthant; random variables; dependent random; complete convergence ... See more keywords
Jajte-type strong limit theorem for pairwise negatively quadrant dependent random variables
Sign Up to like & getrecommendations! Published in 2024 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2024.2319094
Abstract: Abstract The authors study the strong limit theorems for pairwise negatively quadrant dependent random variables, and present a new Jajte-type theorem on the complete convergence and the strong laws of large numbers. The results obtained… read more here.
Keywords: random variables; quadrant dependent; pairwise negatively; dependent random ... See more keywords