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

DOI10.14736/KYB-2020-4-0646MaRDI QIDQ5140465zbMATH OpenOpenAlexFDO

Authors Haiwu Huang, Linyan Li, Xuewen Lu

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

negatively orthant dependent random variablesstrong convergencetail probability

Mathematics Subject Classification ID

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

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Cites work

• A note on the rate of strong convergence for weighted sums of arrays of rowwise negatively orthant dependent random variables
• A note on the rates of convergence for weighted sums of \(\rho^\ast\)-mixing random variables
• A note on the strong limit theorem 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 arrays of rowwise negatively orthant dependent random variables
• Complete convergence for negatively dependent random variables
• Complete convergence for negatively dependent sequences of random variables
• Complete convergence for negatively orthant dependent random variables
• Complete convergence for weighted sums of sequences of negatively dependent random variables
• Complete convergence of weighted sums under negative dependence
• Complete moment convergence for maximal partial sums under NOD setup
• Convergence properties of partial sums for arrays of rowwise negatively orthant dependent random variables
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• scientific article; zbMATH DE number 3798860 (Why is no real title available?)
• scientific article; zbMATH DE number 879949 (Why is no real title available?)
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• Negative association of random variables, with applications
• On Some Conditions for Complete Convergence for Arrays of Rowwise Negatively Dependent Random Variables
• On the exponential inequalities for negatively dependent random variables
• On the strong convergence rate for weighted sums of arrays of rowwise negatively orthant dependent random variables
• Rosenthal's type inequalities for negatively orthant dependent random variables
• Some limit theorems for weighted sums of arrays of NOD random variables
• Strong convergence results for weighted sums of \({\tilde\rho}\)-mixing random variables
• Strong laws for weighted sums of NA random variables
• Strong limit theorems for weighted sums of NOD sequence and exponential inequalities

Cited in

(1)

• Convergence rates of tail probabilities for sums under dependence assumptions

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