Strong convergence properties for weighted sums of \(m\)-asymptotic negatively associated random variables and statistical applications
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Publication:2062375
DOI10.1007/s00362-020-01179-zzbMath1479.60066OpenAlexW3033978641MaRDI QIDQ2062375
Yi Wu, Aiting Shen, Xue-jun Wang
Publication date: 27 December 2021
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-020-01179-z
complete convergencestrong law of large numbersstrong consistencycomplete moment convergencenonparametric regression modelconditional value-at-riskcomplete consistency\(m\)-asymptotic negatively associated random variables
Related Items (6)
Limiting behaviors of linear processes with random coefficients based on m-ANA random variables ⋮ Convergence properties for coordinatewise asymptotically negatively associated random vectors in Hilbert space ⋮ Weak convergence for weighted sums of a class of random variables with related statistical applications ⋮ On a Spitzer-type law of large numbers for partial sums of m-negatively associated random variables ⋮ Complete convergence for weighted sums of widely orthant-dependent random variables ⋮ Complete moment convergence for weighted sums of m-asymptotic negatively associated random variables
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