Complete moment convergence for arrays of rowwise widely orthant dependent random variables
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Publication:1633832
DOI10.1007/S10114-018-7173-ZzbMATH Open1404.60041OpenAlexW2804296734MaRDI QIDQ1633832FDOQ1633832
Authors: Yi Wu, Andrew Rosalsky, Xuejun Wang 
Publication date: 21 December 2018
Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-018-7173-z
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Cites Work
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- Negative association of random variables, with applications
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- Complete Convergence and the Law of Large Numbers
- Precise large deviations for dependent random variables with heavy tails
- Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
- Exponential probability inequalities for WNOD random variables and their applications
- Negatively superadditive dependence of random variables with applications.
- On the Bahadur representation of sample quantiles for widely orthant dependent sequences
- Basic renewal theorems for random walks with widely dependent increments
- Complete and complete moment convergence for weighted sums of widely orthant dependent random variables
- Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications
- On asymptotic approximation of inverse moments for a class of nonnegative random variables
- Complete convergence theorems for extended negatively dependent random variables
Cited In (17)
- Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications
- Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables
- Complete \(f\)-moment convergence of moving average processes and its application to nonparametric regression models
- Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models
- Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains
- THE COMPLETE MOMENT CONVERGENCE FOR ARRAY OF ROWWISE ENOD RANDOM VARIABLES
- Convergence properties for the partial sums of widely orthant dependent random variables under some integrable assumptions and their applications
- Complete convergence for randomly weighted sums of random variables and its application in linear-time-invariant systems
- Complete convergence and complete moment convergence for arrays of rowwise widely orthant dependent random variables and an application
- Complete moment convergence for the widely orthant dependent linear processes with random coefficients
- Consistency of the Priestley-Chao estimator in nonparametric regression model with widely orthant dependent errors
- Laws of large numbers and complete convergence for WOD random variables and their applications
- Complete moment convergence for weighted sums of widely orthant-dependent random variables and its application in nonparametric regression models
- Complete and complete integral convergence for weighted sums of arrays of rowwise widely negative dependent random variables under the sub-linear expectations
- Complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations
- Complete and complete integral convergence for arrays of row wise widely negative dependent random variables under the sub-linear expectations
- Convergence rates in the law of large numbers and new kinds of convergence of random variables
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