Strong convergence properties for weighted sums of extended negatively dependent random variables under sub-linear expectations with statistical applications

DOI10.1007/S11009-024-10092-ZMaRDI QIDQ6620474

Could not fetch data.

Publication date: 16 October 2024

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

zbMATH Keywords

consistencystrong law of large numbersextended negatively dependent random variablesnonparametric regression modelsub-linear expectationscomplete \(f\)-moment convergencevon Bahr-Esseen type inequality

Mathematics Subject Classification ID

Could not fetch data.

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
• Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations
• Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation
• On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• Complete convergence for weighted sums of END random variables and its application to nonparametric regression models
• Backward Stochastic Differential Equations in Finance
• Complete moment convergence for double-indexed randomly weighted sums and its applications
• Complete and complete moment convergence for randomly weighted sums ofρ*-mixing random variables and its applications
• Ambiguity, Risk, and Asset Returns in Continuous Time
• Stochastic finance. An introduction in discrete time
• Equivalent conditions of complete convergence and Marcinkiewicz-Zygmund-type strong law of large numbers for i.i.d. sequences under sub-linear expectations

This page was built for publication: Strong convergence properties for weighted sums of extended negatively dependent random variables under sub-linear expectations with statistical applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6620474)