Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations
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Cites work
- G-expectation, G-Brownian motion and related stochastic calculus of Itô type
- A strong law of large numbers for capacities
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
- Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
- Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation
- Complete convergence for weighted sums of extended negatively dependent random variables
- Complete convergences for arrays of row-wise PNQD random variables
- Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model
- Consistent nonparametric multiple regression: the fixed design case
- Consistent nonparametric regression. Discussion
- Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
- Expected utility with purely subjective non-additive probabilities
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- Exponential probability inequalities for WNOD random variables and their applications
- Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
- Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
- Nonparametric function recovering from noisy observations
- Precise large deviations for dependent random variables with heavy tails
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
- The strong law of large numbers for extended negatively dependent random variables
- Upper expectation parametric regression
Cited in
(29)- Theorems of complete convergence and complete integral convergence for END random variables under sub-linear expectations
- Complete integration convergence for array of rowwise END random variables under sub-linear expectations
- Complete convergence for arrays of row-wise END random variables under sub-linear expectations
- Strong convergence for weighted sums of END random variables under the sub-linear expectations
- APPLICATION OF NONLINEAR DYNAMIC EXPECTATION AND STOCHASTIC DIFFERENTIAL EQUATION IN VALUATION AND FINANCING RISK MEASUREMENT OF TECHNOLOGY-BASED SMALL AND MEDIUM-SIZED ENTERPRISES
- Complete and complete moment convergence for weighted sums of arrays of rowwise negatively 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
- On complete convergence for extended independent random variables under sub-linear expectations
- A complete convergence theorem for weighted sums under the sub-linear expectations
- Complete convergence and complete moment convergence for arrays of rowwise negatively dependent random variables under sub-linear expectations
- Capacity inequalities and strong laws for \(m\)-widely acceptable random variables under sub-linear expectations
- Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations
- Baum-Katz-type complete and complete moment convergence theorems for the maximum of partial sums under sub-linear expectations
- Complete moment convergence and L_q convergence for AANA random variables under sub-linear expectations
- Precise asymptotics for complete integral convergence under sublinear expectations
- Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations
- The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications
- Complete convergence and complete moment convergence for randomly weighted sums of widely negative dependent random variables under sublinear expectations
- Strong convergence theorems under sub-linear expectations and its applications in nonparametric regression models
- Complete convergence for m -widely acceptable random variables under sub-linear expectations
- Baum-Katz-type complete and complete moment convergence theorems for the maximal weighted sums under the sub-linear expectations
- Some strong convergence properties for randomly weighted maximum partial sums of END random variables with statistical applications
- Limiting behaviors for weighted sums of residually h-integrable random variables under sublinear expectations
- On complete convergence for weighted sums of m -widely acceptable random variables under sub-linear expectations and its statistical applications
- Complete convergence for weighted sums of widely negative orthant dependent random variables under the sub-linear expectations
- Strong consistency of least squares estimators in simple linear EV regression models under m -END setting
- The von Bahr-Esseen type inequality under sublinear expectations and applications
- Limit properties for weighted sums of residually h-integrable WOD random variables under sub-linear expectations
- Complete convergence theorems for the maximum of weighted sums under sub-linear expectations
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