Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations
From MaRDI portal
Publication:5079062
DOI10.1080/03610926.2019.1639747OpenAlexW2963422678WikidataQ127498675 ScholiaQ127498675MaRDI QIDQ5079062
Fengxiang Feng, Haiwu Huang, Qunying Wu, Ding Cheng Wang
Publication date: 25 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1639747
complete convergencecomplete moment convergencesub-linear expectationsnegatively dependent random variables
Related Items
Complete and complete integral convergence for arrays of row wise widely negative dependent random variables under the sub-linear expectations, Central limit theorem for linear processes generated by m-dependent random variables under the sub-linear expectation, Complete and complete integral convergence for weighted sums of arrays of rowwise widely negative dependent random variables under the sub-linear expectations
Cites Work
- Unnamed Item
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Strong laws of large numbers for sub-linear expectations
- A strong law of large numbers for sub-linear expectation under a general moment condition
- A note on the complete convergence for sequences of pairwise NQD random variables
- Complete convergence and strong laws of large numbers for weighted sums of negatively orthant dependent random variables
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- Self-normalized moderate deviation and laws of the iterated logarithm under \(G\)-expectation
- Complete convergence for weighted sums of \(\rho \ast \)-mixing random variables
- Complete convergence for negatively dependent sequences of random variables
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
- Expected utility with purely subjective non-additive probabilities
- Almost-sure results for a class of dependent random variables
- Limit laws for non-additive probabilities and their frequentist interpretation
- Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
- Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
- Complete convergence for arrays of rowwise negatively orthant dependent random variables
- Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations
- Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
- Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation
- On the asymptotic approximation of inverse moment under sub-linear expectations
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- On complete convergence for arrays of rowwise dependent random variables
- Complete convergence for weighted sums of extended negatively dependent random variables
- The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
- Complete convergence for weighted sums of negatively dependent random variables under the sub-linear expectations
- Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments