Complete moment convergence for randomly weighted sums of arrays of rowwise m_n-extended negatively dependent random variables and its applications

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Cited In (3)

Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples
Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences
Complete convergence and complete moment convergence for maximal weighted sums of arrays of rowwise extended negatively dependent random variables with statistical applications

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