An inequality of widely dependent random variables and its applications
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Cites work
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- A note on a dependent risk model with constant interest rate
- A note on the almost sure convergence of sums of negatively dependent random variables
- Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
- 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 moment and integral convergence for sums of negatively associated random variables
- Complete moment convergence of moving-average processes under dependence assumptions
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Large deviations of sums of independent random variables
- ON THE STRONG LAW OF LARGE NUMBERS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE NEGATIVELY DEPENDENT RANDOM VARIABLES
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
- Precise large deviations for dependent random variables with heavy tails
- Probability Inequalities for Sums of Independent Random Variables
- Some concepts of negative dependence
- Strong limit theorems for weighted sums of negatively associated random variables
- Summability methods and negatively associated random variables
- The consistency of the nearest neighbor estimator of the density function based on WOD samples
- The strong law of large numbers for extended negatively dependent random variables
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Cited in
(30)- Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences
- scientific article; zbMATH DE number 5777525 (Why is no real title available?)
- Complete convergence for randomly weighted sums of random variables and its application in linear-time-invariant systems
- Convergence properties for the partial sums of widely orthant dependent random variables under some integrable assumptions and their applications
- Asymptotic properties of VaR and CVaR estimators for widely orthant dependent samples
- 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 strong convergence of weighted sums of widely dependent random variables
- Basic renewal theorems for random walks with widely dependent increments
- Complete moment convergence for moving average process based on m-WOD random variables
- Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples
- On the convergence rates of kernel estimator and hazard estimator for widely dependent samples
- The asymptotic properties for the estimators of the survival function and failure rate function based on WOD samples
- Strong convergence for weighted sums of WOD random variables and its application in the EV regression model.
- Elementary renewal theorems for widely dependent random variables with applications to precise large deviations
- Precise large deviations for widely orthant dependent random variables with different distributions
- On complete consistency for the weighted estimator of nonparametric regression models
- Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times
- Laws of large numbers and complete convergence for WOD random variables and their applications
- Strong law of large numbers and complete convergence for non-identically distributed WOD random variables
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
- On the complete convergence of weighted sums for widely orthant dependent random variables
- On complete and complete moment convergence for weighted sums of widely orthant dependent random variables
- Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models
- Further Spitzer's law for 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
- On consistency of the weighted least squares estimators in a semiparametric regression model
- Consistency of the Priestley-Chao estimator in nonparametric regression model with widely orthant dependent errors
- Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models
- The Kolmogorov strong law of large numbers for WOD random variables
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