CONVERGENCE OF WEIGHTED SUMS FOR DEPENDENT RANDOM VARIABLES
From MaRDI portal
Publication:4673718
DOI10.4134/JKMS.2004.41.5.883zbMATH Open1065.60028OpenAlexW2112713070MaRDI QIDQ4673718FDOQ4673718
Authors: Dongxia Zhang, Jong-Il Baek, Han-Ying Liang
Publication date: 9 May 2005
Published in: Journal of the Korean Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4134/jkms.2004.41.5.883
Recommendations
- scientific article
- Convergence of weighted sums of independent random variables
- On the complete convergence of weighted sums for dependent random variables
- Convergence for weighted sums of widely orthant dependent random variables
- The strong convergence properties of weighted sums for a class of dependent random variables
- On complete convergence for weighted sums of arrays of dependent random variables
- ON THE COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES UNDER CONDITION OF WEIGHTED INTEGRABILITY
- \(L_{1}\)-convergence for weighted sums of some dependent random variables
- On the strong convergence of weighted sums of widely dependent random variables
Cited In (25)
- Asymptotics of estimators in semi-parametric model under NA samples
- The almost sure local central limit theorem for products of partial sums under negative association
- Generalized weighted random convergence in probability
- Convergence on randomly trimmed sums with a dependent sample
- An almost sure central limit theorem for products of sums of partial sums under association
- An extension of the almost sure central limit theorem for products of sums under association
- Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responses
- Title not available (Why is that?)
- Title not available (Why is that?)
- Limiting behaviors of weighted sums for linearly negative quadrant dependent random variables
- The strong convergence properties of weighted sums for a class of dependent random variables
- Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
- Convergence of weighted linear process for \(\rho \)-mixing random variables
- An almost sure central limit theorem for products of sums under association
- Empirical likelihood for partially linear models under negatively associated errors
- Weighted sums of associated variables
- On the strong convergence for weighted sums of random variables
- Convergence rates of tail probabilities for sums under dependence assumptions
- Consistency of weighted sums for negatively dependent samples based on EV model
- Convergence of weighted sums for arrays of negatively dependent random variables and its applications
- Convergence of weighted averages of random variables revisited
- Title not available (Why is that?)
- Weighted weak convergence for empirical processes of negatively associated sequences.
- The complete convergence for weighted sums of dependent random fields
- Convergence of weighted sums of random variables with long-range dependence.
This page was built for publication: CONVERGENCE OF WEIGHTED SUMS FOR DEPENDENT RANDOM VARIABLES
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4673718)