Convergence of the tail probability for weighted sums of negatively orthant dependent random variables

DOI10.14736/kyb-2020-4-0646zbMath1474.62164OpenAlexW3092517009MaRDI QIDQ5140465

Linyan Li, Xuewen Lu, Haiwu Huang

Publication date: 15 December 2020

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/148377

zbMATH Keywords

strong convergencetail probabilitynegatively orthant dependent random variables

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Strong limit theorems (60F15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some limit theorems for weighted sums of arrays of NOD random variables
• On the strong convergence rate for weighted sums of arrays of rowwise negatively orthant dependent random variables
• A note on the strong limit theorem for weighted sums of sequences of negatively dependent random variables
• Strong laws for weighted sums of NA random variables
• Complete convergence of weighted sums under negative dependence
• On the exponential inequalities for negatively dependent random variables
• Complete convergence for weighted sums of sequences of negatively dependent random variables
• An exponential inequality for a NOD sequence and a strong law of large numbers
• Complete convergence for negatively dependent sequences of random variables
• Complete convergence for negatively dependent random variables
• Negative association of random variables, with applications
• Complete convergence for arrays of rowwise negatively orthant dependent random variables
• A note on the rates of convergence for weighted sums of \(\rho^\ast\)-mixing random variables
• Complete convergence for negatively orthant dependent random variables
• Complete moment convergence for maximal partial sums under NOD setup
• A note on the rate of strong convergence for weighted sums of arrays of rowwise negatively orthant dependent random variables
• Strong convergence results for weighted sums of \({\tilde\rho}\)-mixing random variables
• Convergence properties of partial sums for arrays of rowwise negatively orthant dependent random variables
• STRONG LIMIT THEOREMS FOR WEIGHTED SUMS OF NOD SEQUENCE AND EXPONENTIAL INEQUALITIES
• On Some Conditions for Complete Convergence for Arrays of Rowwise Negatively Dependent Random Variables

This page was built for publication: Convergence of the tail probability for weighted sums of negatively orthant dependent random variables