Strong law of large numbers for weighted sums of random variables and its applications in EV regression models
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Publication:2121212
DOI10.1007/s11424-020-0098-5OpenAlexW3119195815MaRDI QIDQ2121212
Kaixin He, Wei Yu, Yunjie Peng, Xiaoqian Zheng, Xue-jun Wang
Publication date: 1 April 2022
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-020-0098-5
strong law of large numbersstrong consistencyweighted sumsextended negatively dependent random variablesEV regression models
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Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models ⋮ Limit theorems for weighted sums of asymptotically negatively associated random variables under some general conditions
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