On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications
From MaRDI portal
Publication:5077879
DOI10.1080/03610926.2018.1508709OpenAlexW2898100919WikidataQ129027863 ScholiaQ129027863MaRDI QIDQ5077879FDOQ5077879
Authors: Ji Gao Yan
Publication date: 20 May 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://www.econstor.eu/bitstream/10419/230753/1/irtg1792dp2018-042.pdf
Cites Work
- Consistent nonparametric regression. Discussion
- Title not available (Why is that?)
- Convergence Rates in the Law of Large Numbers
- Complete Convergence and the Law of Large Numbers
- Regularly varying functions
- Precise large deviations for dependent random variables with heavy tails
- Strong laws of large numbers for weighted sums of random elements in normed linear spaces
- Complete convergence for Sung's type weighted sums of END random variables
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
- On complete convergence for an extended negatively dependent sequence
- Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications
- On the Bahadur representation of sample quantiles for widely orthant dependent sequences
- The strong law of large numbers for extended negatively dependent random variables
- Probability inequalities for END sequence and their applications
- Title not available (Why is that?)
- Some general strong laws for weighted sums of stochastically dominated random variables
- Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
- The Probability in the Tail of a Distribution
- On a Theorem of Hsu and Robbins
- Complete and complete moment convergence for weighted sums of widely orthant dependent random variables
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
- An elementary proof of the strong law of large numbers
- A supplement to the strong law of large numbers
- Weak and universal consistency of moving weighted averages
- Nonparametric function recovering from noisy observations
- Consistent nonparametric multiple regression: the fixed design case
- Consistent regression estimation with fixed design points under dependence conditions
- The consistency of the nearest neighbor estimator of the density function based on WOD samples
- Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
- Title not available (Why is that?)
- The consistency for estimator of nonparametric regression model based on NOD errors
- Fixed-design regression for linear time series
- Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
- A note on the strong law of large numbers for positively dependent random variables
- On the laws of large numbers for nonnegative random variables
- Limiting behavior of weighted sums of \(\operatorname{NOD}\) random variables
- Complete convergence for weighted sums of extended negatively dependent random variables
- Fixed-design regression for linear time series
- Complete moment convergence and mean convergence for arrays of rowwise extended negatively dependent random variables
- Complete convergence and complete moment convergence for maximal weighted sums of extended negatively dependent random variables
- STRONG STABILITY OF A TYPE OF JAMISON WEIGHTED SUMS FOR END RANDOM VARIABLES
- Complete convergence for weighted sums of END random variables and its application to nonparametric regression models
- Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models
Cited In (13)
- Complete moment convergence for randomly weighted sums of arrays of rowwise \(m_n\)-extended negatively dependent random variables and its applications
- ℒ_p-convergence for weighted sums of arrays of rowwise extended negatively dependent random variables
- On complete convergence in Marcinkiewicz-Zygmund type SLLN for negatively associated random variables
- Complete convergence for maximum of weighted sums of WNOD random variables and its application
- Complete moment convergence for randomly weighted sums of END sequences and its applications
- Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples
- Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences
- Complete convergence and complete moment convergence for maximal weighted sums of arrays of rowwise extended negatively dependent random variables with statistical applications
- Complete and complete \(f\)-moment convergence for arrays of rowwise END random variables and some applications
- On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables
- A note on the complete consistency for the weighted linear estimator of nonparametric regression models
- Complete moment convergence for weighted sums of widely orthant-dependent random variables and its application in nonparametric regression models
- Complete convergence for weighted sums of widely orthant-dependent random variables and its statistical application
This page was built for publication: On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5077879)