Equivalent conditions of complete convergence and complete moment convergence for END random variables
From MaRDI portal
Publication:1696641
DOI10.1007/S11401-018-1053-9zbMath1395.60035OpenAlexW2781514316MaRDI QIDQ1696641
Benqiong Xiao, Mei Yao, Aiting Shen
Publication date: 14 February 2018
Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11401-018-1053-9
Related Items (6)
The Kaplan–Meier estimator and hazard estimator for censored END survival time observations ⋮ On complete and complete moment convergence for weighted sums of ANA random variables and applications ⋮ Complete and Complete Integral Convergence for Arrays of Rowwise Extended Negatively Dependent Random Variables under Sublinear Expectations ⋮ Complete and complete moment convergence with applications to the EV regression models ⋮ Complete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression models ⋮ Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Probability inequalities for END sequence and their applications
- Limiting behavior for arrays of rowwise \(\rho^\ast\)-mixing random variables
- Complete moment convergence for sequence of identically distributed \(\varphi \)-mixing random variables
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
- Precise large deviations for dependent random variables with heavy tails
- Moment inequalities and complete moment convergence
- Complete convergence for arrays
- Almost-sure results for a class of dependent random variables
- Negative association of random variables, with applications
- Precise large deviations for random sums of END real-valued random variables with consistent variation
- Complete convergence and complete moment convergence for martingale difference sequence
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
- Complete Convergence for Weighted Sums and Arrays of Rowwise Extended Negatively Dependent Random Variables
- Strong convergence for sequences of asymptotically almost negatively associated random variables
- On Complete Convergence for an Extended Negatively Dependent Sequence
- The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
- CONVERGENCE PROPERTIES OF THE PARTIAL SUMS FOR SEQUENCES OF END RANDOM VARIABLES
- ON THE COMPLETE CONVERGENCE FOR ARRAYS OF ROWWISE EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES
- Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
- On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables
- Convergence Rates in the Law of Large Numbers
- Complete Convergence and the Law of Large Numbers
- On a Theorem of Hsu and Robbins
This page was built for publication: Equivalent conditions of complete convergence and complete moment convergence for END random variables