The weak convergence for functions of negatively associated random variables

被引：54

作者：

Zhang, LX ^{[1
]}

机构：

[1] Zhejiang Univ, Hangzhou 310027, Peoples R China

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2001年 / 78卷 / 02期

基金：

中国国家自然科学基金;

关键词：

association; negative association; the central limit theorem; weak convergence;

D O I：

10.1006/jmva.2000.1949

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 greater than or equal to 1} be a sequence of stationary negatively associated random variables, S-j(l) = Sigma (l)(i = 1) Xj + i, S-n = Sigma (n)(i = l) X-i. Suppose that f(x) is a real function. Under some suitable conditions, the central limit theorem and the weak convergence for sums Sigma (n)(j=l) f(Sj(l)/rootl), n greater than or equal to 1. are investigated. Applications to limiting distributions of estimators of Var S-n are also discussed. (C) 2001 Academic Press.

引用

页码：272 / 298

页数：27

共 50 条

[1] Strong and Weak Convergence for Asymptotically Almost Negatively Associated Random Variables
Shen, Aiting
Wu, Ranchao
[J]. DISCRETE DYNAMICS IN NATURE AND SOCIETY, 2013, 2013
[2] Convergence of asymptotically negatively associated random variables with random coefficients
Meng, Bing
Wu, Qunying
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2024, 53 (08) : 2961 - 2976
[3] General strong convergence for negatively associated random variables
Meng, Yanjiao
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 48 (09) : 2206 - 2217
[4] On the complete convergence of sums of negatively associated random variables
Mikusheva, AE
[J]. MATHEMATICAL NOTES, 2000, 68 (3-4) : 355 - 362
[5] On the complete convergence of sums of negatively associated random variables
A. E. Mikusheva
[J]. Mathematical Notes, 2000, 68 : 355 - 362
[6] Convergence of asymptotically almost negatively associated random variables with random coefficients
Meng, Bing
Wang, Dingcheng
Wu, Qunying
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2023, 52 (09) : 2931 - 2945
[7] Weak convergence for weighted sums of negatively associated random variables and its application in nonparametric regression models
Zhang, Lu
Qi, Jibing
Yang, Hairong
Wang, Xuejun
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2022, 51 (10) : 5876 - 5896
[8] On the strong convergence for weighted sums of negatively associated random variables
Chen, Pingyan
Sung, Soo Hak
[J]. STATISTICS & PROBABILITY LETTERS, 2014, 92 : 45 - 52
[9] On complete moment convergence for nonstationary negatively associated random variables
Mi-Hwa Ko
[J]. Journal of Inequalities and Applications, 2016
[10] On complete convergence for arrays of rowwrise negatively associated random variables
Kuczmaszewska, Anna
[J]. STATISTICS & PROBABILITY LETTERS, 2009, 79 (01) : 116 - 124

← 1 2 3 4 5 →