Uniform asymptotic normality of self-normalized weighted sums of random variables*
Sign Up to like & getrecommendations! Published in 2019 at "Lithuanian Mathematical Journal"
DOI: 10.1007/s10986-019-09461-w
Abstract: Let X, X1, X2, . . . be a sequence of nondegenerate i.i.d. random variables, let μ = {μni : n ∈ ℕ+, i = 1, …, n} be a triangular array of possibly random… read more here.
Keywords: asymptotic normality; random variables; weighted sums; self normalized ... See more keywords
Complete moment convergence for weighted sums of widely orthant-dependent random variables and its application in nonparametric regression models
Sign Up to like & getrecommendations! Published in 2021 at "Frontiers of Mathematics in China"
DOI: 10.1007/s11464-021-0915-8
Abstract: We establish some results on the complete moment convergence for weighted sums of widely orthant-dependent (WOD) random variables, which improve and extend the corresponding results of Y. F. Wu, M. G. Zhai, and J. Y.… read more here.
Keywords: widely orthant; weighted sums; convergence weighted; complete moment ... See more keywords
Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory
Sign Up to like & getrecommendations! Published in 2020 at "Journal of The Korean Statistical Society"
DOI: 10.1007/s42952-019-00031-x
Abstract: In this paper, we obtain the weakly asymptotic formulas of the tail probabilities of randomly weighted sums and their maximum of dominated varying-tailed random variables under a general conditional dependence structure, where the corresponding random… read more here.
Keywords: application; weighted sums; ruin; dominated varying ... 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
A general result on complete convergence for weighted sums of linear processes and its statistical applications
Sign Up to like & getrecommendations! Published in 2019 at "Statistics"
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
Randomly weighted sums of dependent subexponential random variables with applications to risk theory
Sign Up to like & getrecommendations! Published in 2018 at "Scandinavian Actuarial Journal"
DOI: 10.1080/03461238.2017.1329160
Abstract: Abstract For any fixed integer , let be real-valued random variables with a common subexponential distribution, and let be positive random variables which are bounded above and independent of . Under some rather loose conditional… read more here.
Keywords: random variables; sums dependent; weighted sums; dependent subexponential ... 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 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
Randomly weighted sums and their maxima with heavy-tailed increments and dependence structure
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DOI: 10.1080/03610926.2016.1248785
Abstract: ABSTRACT Consider the randomly weighted sums Sm(θ) = ∑mi = 1θiXi, 1 ⩽ m ⩽ n, and their maxima Mn(θ) = max 1 ⩽ m ⩽ nSm(θ), where Xi, 1 ⩽ i ⩽ n, are real-valued… read more here.
Keywords: dependence structure; weighted sums; randomly weighted; sums maxima ... 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
Moderate deviations for the random weighted sums of WUOD random variables with consistently varying tails
Sign Up to like & getrecommendations! Published in 2018 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2018.1543775
Abstract: Abstract In this paper, we investigate the moderate deviations for random weighted sums of widely upper orthant dependent (WUOD) random variables with consistently varying tails, which are not necessarily identically distributed. In the end, we… read more here.
Keywords: random variables; deviations random; weighted sums; moderate deviations ... See more keywords