An inequality of widely dependent random variables and its applications

DOI10.1007/s10986-016-9301-8zbMath1385.60040OpenAlexW2293797166MaRDI QIDQ282126

Wei Chen, Yue-bao Wang, Dong Ya Cheng

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

zbMATH Keywords

complete convergencestrong law of large numbersinequalityrenewal theoremdominating coefficientswidely dependent

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Renewal theory (60K05)

Related Items (25)

Convergence properties for the partial sums of widely orthant dependent random variables under some integrable assumptions and their applications ⋮ On the convergence rates of kernel estimator and hazard estimator for widely dependent samples ⋮ 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 ⋮ Strong law of large numbers and complete convergence for non-identically distributed WOD random variables ⋮ On complete and complete moment convergence for weighted sums of widely orthant dependent random variables ⋮ Complete moment convergence for moving average process based on m-WOD random variables ⋮ The Kolmogorov strong law of large numbers for WOD random variables ⋮ Complete convergence for randomly weighted sums of random variables and its application in linear-time-invariant systems ⋮ Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables ⋮ Laws of large numbers and complete convergence for WOD random variables and their applications ⋮ Strong convergence for weighted sums of WOD random variables and its application in the EV regression model. ⋮ 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 complete convergence of weighted sums for widely orthant dependent random variables ⋮ Asymptotic property of \(M\) estimator in classical linear models under dependent random errors ⋮ Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models ⋮ Precise large deviations for widely orthant dependent random variables with different distributions ⋮ On consistency of the weighted least squares estimators in a semiparametric regression model ⋮ The asymptotic properties for the estimators of the survival function and failure rate function based on WOD samples ⋮ Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models ⋮ Consistency of the Priestley-Chao estimator in nonparametric regression model with widely orthant dependent errors ⋮ On the strong convergence of weighted sums of widely dependent random variables ⋮ On complete consistency for the weighted estimator of nonparametric regression models ⋮ Further Spitzer's law for widely orthant dependent random variables

Cites Work

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• Basic renewal theorems for random walks with widely dependent increments
• Complete and complete moment convergence for weighted sums of widely orthant dependent random variables
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• Strong limit theorems for weighted sums of negatively associated random variables
• Precise large deviations for dependent random variables with heavy tails
• Some concepts of negative dependence
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• The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
• ON THE STRONG LAW OF LARGE NUMBERS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE NEGATIVELY DEPENDENT RANDOM VARIABLES
• Summability methods and negatively associated random variables
• Probability Inequalities for Sums of Independent Random Variables
• The strong law of large numbers for pairwise negatively dependent random variables
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