Strong laws of large numbers for arrays of rowwise NA and LNQD random variables
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Publication:764417
DOI10.1155/2011/708087zbMATH Open1235.60025OpenAlexW2077181162WikidataQ58692056 ScholiaQ58692056MaRDI QIDQ764417FDOQ764417
Authors: Qunying Wu, Jiang-Feng Wang 
Publication date: 13 March 2012
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2011/708087
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Cites Work
- Some Concepts of Dependence
- Negative association of random variables, with applications
- A note on the almost sure convergence of sums of negatively dependent random variables
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- Title not available (Why is that?)
- Probability Inequalities for Sums of Independent Random Variables
- On the strong law for arrays and for the bootstrap mean and variance
- A Berry-Esseen theorem for weakly negatively dependent random variables and its applications
- Limiting behaviors of weighted sums for linearly negative quadrant dependent random variables
- EXPONENTIAL PROBABILITY INEQUALITY FOR LINEARLY NEGATIVE QUADRANT DEPENDENT RANDOM VARIABLES
- A general method to the strong law of large numbers and its applications
Cited In (14)
- A strong law and a law of the single logarithm for arrays of rowwise independent random variables
- Strong laws of large numbers for array of rowwise AANA random variables
- Strong laws of large numbers for arrays of row-wise independent random elements
- Strong law of large numbers for asymptotically negative dependent random variables with applications
- Strong law of large numbers for arrays of rowwise pairwise NQD random variables
- On the strong law of large numbers for arrays of NA random variables
- Strong laws for weighted sums of identically distributed ND random variables
- The law of the iterated logarithm for LNQD sequences
- The strong law of large numbers for arrays of NA random variables
- Berry-Esseen bounds of weighted kernel estimator for a nonparametric regression model based on linear process errors under a LNQD sequence
- A strong law of large numbers for arrays of rowwise negatively dependent random variables
- Laws of large numbers for arrays of Rowwise negatively associated random variables under nonlinear probabilities
- Asymptotic normality and mean consistency for the weighted estimator in nonparametric regression models
- On the strong laws for arrays of negatively dependent random variables
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