An inequality of widely dependent random variables and its applications
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Publication:282126
DOI10.1007/S10986-016-9301-8zbMATH Open1385.60040OpenAlexW2293797166MaRDI QIDQ282126FDOQ282126
Authors: Yuebao Wang, Dongya Cheng, Wei Chen 
Publication date: 12 May 2016
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-016-9301-8
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strong law of large numbersinequalitycomplete convergencedominating coefficientsrenewal theoremwidely dependent
Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Renewal theory (60K05)
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Cited In (30)
- An exponential inequality and its application to \(M\) estimators in multiple linear models
- Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications
- On the convergence rates of kernel estimator and hazard estimator for widely dependent samples
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
- On complete and complete moment convergence for weighted sums of widely orthant dependent random variables
- Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables
- Title not available (Why is that?)
- Complete moment convergence for moving average process based on m-WOD random variables
- Basic renewal theorems for random walks with widely dependent increments
- Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models
- Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples
- Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models
- Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences
- On the complete convergence of weighted sums for widely orthant dependent random variables
- Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times
- Elementary renewal theorems for widely dependent random variables with applications to precise large deviations
- The asymptotic properties for the estimators of the survival function and failure rate function based on WOD samples
- On the strong convergence of weighted sums of widely dependent 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
- Strong convergence for weighted sums of WOD random variables and its application in the EV regression model.
- Consistency of the Priestley-Chao estimator in nonparametric regression model with widely orthant dependent errors
- The Kolmogorov strong law of large numbers for WOD random variables
- Asymptotic properties of VaR and CVaR estimators for widely orthant dependent samples
- Laws of large numbers and complete convergence for WOD random variables and their applications
- Further Spitzer's law for widely orthant dependent random variables
- On consistency of the weighted least squares estimators in a semiparametric regression model
- Strong law of large numbers and complete convergence for non-identically distributed WOD random variables
- Precise large deviations for widely orthant dependent random variables with different distributions
- On complete consistency for the weighted estimator of nonparametric regression models
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