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Convergence of weighted sums for dependent random variables

Jong-Il Baek|Han-Ying Liang|Dong-Xia Zhang
대한수학회 (The Korean Mathematical Society)|2004.09|대한수학회지 (Journal of the KMS)|제41권 제5호|pp. 883-894

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참고문헌

주제분류수학

초록

Abstract

We discuss in this paper the strong convergence for weighted sums of negative associated (in abbreviation: NA) arrays. Meanwhile, the central limit theorem for weighted sums of NA variables and linear process based on NA variables is also considered. As corollary, we get the results on iid of Li et al. ([10]) in NA setting.

참고문헌 (19)

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  11. "Asymptotic properties for estimates of nonparametricregression models based on egatively associated sequences" (2002), Submitted
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  13. "A note on the almost sure convergence of sums of negatively depen-dences random variables", 15 (1992)
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  18. "The law of the iterated logarithm for negatively associatedrandom variables", 83, pp.139~148 (1999)
  19. C. Su, "Wang,Moment inequalities and week convergencefor negatively associated sequences", 40, pp.172~182 (1997)

관련 논문AI추천

On the almost sure convergence of weighted sums of negatively associated random variables박성태, 백종일, 서혜영, 정성모대한수학회 · 대한수학회논문집2005 · 제20권 제3호Almost sure convergence for weighted sums of negatively orthant dependent random variables고미화, 김태성대한수학회 · 대한수학회지2005 · 제42권 제5호Weak Laws for Weighted Sums of Random Variables성수학대한수학회 · 대한수학회보2004 · 제41권 제2호Strong laws of large numbers for weighted sums of negatively dependent random variables고미화, 김태성, 한광희대한수학회 · 대한수학회지2006 · 제43권 제6호Strong laws for weighted sums of i.i.d. random variablesGuang-hui Cai대한수학회 · 대한수학회논문집2006 · 제21권 제4호On the rate of complete convergence for weighted sums of arrays of random elements성수학, Andrei I. Volodin대한수학회 · 대한수학회지2006 · 제43권 제4호

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