Complete Convergence for Weighted Sums and Arrays of Rowwise Extended Negatively Dependent Random Variables

DOI10.1080/03610926.2011.609321zbMath1276.60036OpenAlexW2084685941MaRDI QIDQ2859289

Tien-Chung Hu, Shuhe Hu, Andrei I. Volodin, Xue-jun Wang

Publication date: 7 November 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.609321

zbMATH Keywords

complete convergenceextended negatively dependent sequencenegatively dependent

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

Related Items (32)

Complete moment convergence for product sums of sequence of extended negatively dependent random variables ⋮ The inverse moment for widely orthant dependent random variables ⋮ Almost sure convergence for weighted sums of extended negatively dependent random variables ⋮ Complete moment convergence of double-indexed randomly weighted sums of mixing sequences ⋮ The moment of maximum normed sums of randomly weighted pairwise NQD sequences ⋮ Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables ⋮ Complete convergence of randomly weighted END sequences and its application ⋮ Strong convergence properties for weighted sums of WNOD random variables and its applications in nonparametric regression models ⋮ Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications ⋮ Complete convergence for maximum of weighted sums of WNOD random variables and its application ⋮ L^r convergence for weighted sums of extended negatively dependent random variables ⋮ Equivalent conditions of complete convergence and complete moment convergence for END random variables ⋮ Unnamed Item ⋮ Complete convergence for weighted sums of extended negatively dependent random variables ⋮ Unnamed Item ⋮ COMPLETE CONVERGENCE AND COMPLETE MOMENT CONVERGENCE THEOREMS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES ⋮ Complete Moment Convergence for the Dependent Linear Processes with Application to the State Observers of Linear-Time-Invariant Systems ⋮ Complete convergence for weighted sums of extended negatively dependent random variables under sub-linear expectations ⋮ Complete consistency of estimators for regression models based on extended negatively dependent errors ⋮ Complete convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations ⋮ Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples ⋮ Complete f -moment convergence for randomly weighted sums of extended negatively dependent random variables ⋮ Complete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression models ⋮ Complete \(f\)-moment convergence for extended negatively dependent random variables ⋮ Complete convergence for weighted sums of END random variables and its application to nonparametric regression models ⋮ On the rate of convergence in the strong law of large numbers for negatively orthant-dependent random variables ⋮ Complete moment convergence of extended negatively dependent random variables ⋮ Complete convergence and complete moment convergence for extended negatively dependent random variables ⋮ Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors ⋮ Complete moment convergence for randomly weighted sums of arrays of rowwise \(m_n\)-extended negatively dependent random variables and its applications ⋮ Complete convergence theorems for extended negatively dependent random variables ⋮ Exponential probability inequalities for WNOD random variables and their applications

Cites Work

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• Precise large deviations for dependent random variables with heavy tails
• Negative association of random variables, with applications
• A bound on tail probabilities for quadratic forms in independent random variables whose distributions are not necessarily symmetric
• Approximation Theorems of Mathematical Statistics
• Some Concepts of Dependence
• Some Results Relating Moment Generating Functions and Convergence Rates in the Law of Large Numbers
• A relation between moment generating functions and convergence rates in the law of large numbers
• A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables
• Complete Convergence and the Law of Large Numbers

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