On complete convergence in Marcinkiewicz-Zygmund type SLLN for negatively associated random variables
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Publication:532097
DOI10.1007/S10474-009-9166-YzbMATH Open1224.60047OpenAlexW2094057145MaRDI QIDQ532097FDOQ532097
Authors: Anna Kuczmaszewska 
Publication date: 26 April 2011
Published in: Acta Mathematica Hungarica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10474-009-9166-y
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- Complete convergence for randomly weighted sums of negatively associated random variables
Cites Work
- Strong laws of large numbers for arrays of row-wise independent random variables
- Negative association of random variables, with applications
- Convergence Rates in the Law of Large Numbers
- Complete Convergence and the Law of Large Numbers
- Complete convergence for arrays
- Almost-sure results for a class of dependent random variables
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- Title not available (Why is that?)
- The Probability in the Tail of a Distribution
- On a Theorem of Hsu and Robbins
- Randomly sampled Riemann sums and complete convergence in the law of large numbers for a case without identical distribution
Cited In (41)
- \(L_p\)-convergence, complete convergence, and weak laws of large numbers for asymptotically negatively associated random vectors with values in \(\mathbb{R}^d\)
- Consistency of the P–C estimator in non parametric regression model based on m-END errors
- Complete moment convergence for product sums of sequence of extended negatively dependent random variables
- Complete moment convergence of moving average process generated by a class of random variables
- On the complete convergence for pairwise negatively quadrant dependent random variables
- Complete moment convergence for the linear processes with random coefficients generated by a class of random variables
- Complete moment convergence for arrays of rowwise negatively associated random variables and its application in non-parametric regression model
- Complete consistency for the estimator of nonparametric regression model based on martingale difference errors
- An analogue for Marcinkiewicz-Zygmund strong law of negatively associated random variables
- On the strong convergence for weighted sums of negatively superadditive dependent random variables
- On complete moment convergence for nonstationary negatively associated random variables
- Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples
- On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables
- A theorem of Hsu-Robbins type for negatively associated sequence
- Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors
- Complete q-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model*
- Baum-Katz type theorems with exact threshold
- Complete convergence for negatively orthant dependent random variables
- Complete moment convergence for maximal partial sums under NOD setup
- Complete convergence for coordinatewise asymptotically negatively associated random vectors in Hilbert spaces
- Convergence rates in the law of large numbers for arrays of Banach valued martingale differences
- Sufficient and necessary conditions of convergence for \(\widetilde{\rho}\)-mixing random variables
- Limit behaviors of the estimator of non parametric regression model based on extended negatively dependent errors
- On the complete convergence for sequences of random vectors in Hilbert spaces
- Convergence rates in the law of large numbers for arrays of martingale differences
- Some Convergence Properties for Weighted Sums of Martingale Difference Random Vectors
- Complete moment convergence for the widely orthant dependent linear processes with random coefficients
- On the complete convergence for negatively associated random fields
- Complete convergence and strong laws of large numbers for weighted sums of negatively orthant dependent random variables
- Complete consistency for the estimator of nonparametric regression model based on \(m\)-END errors
- Strong convergence theorems for coordinatewise negatively associated random vectors in Hilbert space
- Complete f -moment convergence for a class of random variables with related statistical applications
- Complete moment convergence for double-indexed randomly weighted sums and its applications
- Convergence properties for coordinatewise asymptotically negatively associated random vectors in Hilbert space
- Complete moment convergence for weighted sums of widely orthant-dependent random variables and its application in nonparametric regression models
- Complete convergence theorems for extended negatively dependent random variables
- Complete moment convergence for partial sums of arrays of rowwise negatively superadditive dependent random variables
- Further research on complete moment convergence for moving average process of a class of random variables
- The complete moment convergence for CNA random vectors in Hilbert spaces
- Weak consistency for the nonparametric kernel regression estimator based on negatively associated random errors
- The Baum-Katz theorem for dependent sequences
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