On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables
From MaRDI portal
Publication:5410822
DOI10.1080/17442508.2012.736996zbMath1290.60040OpenAlexW2045422161MaRDI QIDQ5410822
Yunfei Wei, Jimin Ling, Shuhe Hu, Xue-jun Wang, Shi-jie Wang
Publication date: 17 April 2014
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2012.736996
Related Items (26)
The inverse moment for widely orthant dependent random variables ⋮ The mean consistency of the weighted estimator in the fixed design regression models based on m-END errors ⋮ Complete moment convergence for m-END random variables with application to non-parametric regression models ⋮ Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications ⋮ L^r convergence for weighted sums of extended negatively dependent random variables ⋮ Complete and complete \(f\)-moment convergence for arrays of rowwise END random variables and some applications ⋮ 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 ⋮ COMPLETE CONVERGENCE AND COMPLETE MOMENT CONVERGENCE THEOREMS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES ⋮ Strong convergence properties for arrays of rowwise negatively orthant dependent random variables ⋮ ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL ⋮ Complete convergence for weighted sums of extended negatively dependent random variables under sub-linear expectations ⋮ Asymptotic properties of LS estimators in the errors-in-variables model with MD errors ⋮ Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples ⋮ Complete consistency of estimators for regression models based on extended negatively dependent errors ⋮ Complete moment convergence for weighted sums of extended negatively dependent random variables ⋮ 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 ⋮ Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models ⋮ 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 convergence theorems for extended negatively dependent random variables ⋮ Exponential probability inequalities for WNOD random variables and their applications
Cites Work
- Precise large deviations of random sums in presence of negative dependence and consistent variation
- Convergence of weighted sums for arrays of negatively dependent random variables and its applications
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
- Precise large deviations for dependent random variables with heavy tails
- On the complete convergence of weighted sums for arrays of negatively associated variables
- Negative association of random variables, with applications
- The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
- Some Concepts of Dependence
- Complete Convergence and the Law of Large Numbers
- On a Theorem of Hsu and Robbins
This page was built for publication: On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables
