On almost sure convergence for weighted sums of pairwise negatively quadrant dependent random variables

被引：6

作者：

Jabbari, H. ^{[1
]}

机构：

[1] Ferdowsi Univ Mashhad, Dept Stat, Ordered & Spatial Data Ctr Excellence, Mashhad, Iran

来源：

STATISTICAL PAPERS | 2013年 / 54卷 / 03期

关键词：

Almost sure limit theorem; Glivenko-Cantelli lemma; Negatively quadrant dependent; Weighted sums; ASSOCIATION;

D O I：

10.1007/s00362-012-0460-3

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let {X (n) , n a parts per thousand yen 1} be a sequence of pairwise negatively quadrant dependent (NQD) random variables. In this study, we prove almost sure limit theorems for weighted sums of the random variables. From these results, we obtain a version of the Glivenko-Cantelli lemma for pairwise NQD random variables under some fragile conditions. Moreover, a simulation study is done to compare the convergence rates with those of Azarnoosh (Pak J Statist 19(1):15-23, 2003) and Li et al. (Bull Inst Math 1:281-305, 2006).

引用

页码：765 / 772

页数：8

共 50 条

[1] On almost sure convergence for weighted sums of pairwise negatively quadrant dependent random variables
H. Jabbari
[J]. Statistical Papers, 2013, 54 : 765 - 772
[2] Almost sure convergence for weighted sums of negatively orthant dependent random variables
Ko, MH
Kim, TS
[J]. JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, 2005, 42 (05) : 949 - 957
[3] Almost sure convergence for weighted sums of extended negatively dependent random variables
J. Lita da Silva
[J]. Acta Mathematica Hungarica, 2015, 146 : 56 - 70
[4] Almost sure convergence for weighted sums of extended negatively dependent random variables
Lita da Silva, J.
[J]. ACTA MATHEMATICA HUNGARICA, 2015, 146 (01) : 56 - 70
[5] Complete Moment Convergence for Weighted Sums of Pairwise Negatively Quadrant Dependent Random Variables
Zhao, Mingming
Ding, Shengnan
Zhang, Di
Wang, Xuejun
[J]. FILOMAT, 2020, 34 (10) : 3459 - 3471
[6] Almost sure convergence for weighted sums of pairwise PQD random variables
da Silva, Joao Lita
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2024, 53 (10) : 3435 - 3458
[7] ON THE ALMOST SURE CONVERGENCE OF WEIGHTED SUMS OF NEGATIVELY ASSOCIATED RANDOM VARIABLES
Baek, Jong Il
Park, Sung Tae
Chung, Sung Mo
Seo, Hye Young
[J]. COMMUNICATIONS OF THE KOREAN MATHEMATICAL SOCIETY, 2005, 20 (03): : 539 - 546
[8] Convergence of Jamison-Type Weighted Sums of Pairwise Negatively Quadrant Dependent Random Variables
Han-ying LIANG
[J]. Acta Mathematicae Applicatae Sinica, 2002, (01) : 161 - 168
[9] Convergence of Jamison-type weighted sums of pairwise negatively quadrant dependent random variables
Liang H.-Y.
Chen Z.-J.
Su C.
[J]. Acta Mathematicae Applicatae Sinica, 2002, 18 (1) : 161 - 168
[10] On the Almost Sure Convergence Rates for Pairwise Negative Quadrant Dependent Random Variables
Xing, G. -D.
[J]. THAI JOURNAL OF MATHEMATICS, 2010, 8 (01): : 171 - 184

← 1 2 3 4 5 →