Arbeitspapier

On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and its Applications

In this paper, the complete convergence for maximal weighted sums of extended negatively dependent (END, for short) random variables is investigated. Some sucient conditions for the complete convergence and some applications to a nonparametric model are provided. The results obtained in the paper generalise and improve the corresponding ones of Wang el al. (2014b) and Shen, Xue, and Wang (2017).

Language
Englisch

Bibliographic citation
Series: IRTG 1792 Discussion Paper ; No. 2018-042

Classification
Wirtschaft
Mathematical and Quantitative Methods: General
Subject
Complete convergence
Maximal weighted sums
Extended negatively dependent

Event
Geistige Schöpfung
(who)
Yan, Ji Gao
Event
Veröffentlichung
(who)
Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"
(where)
Berlin
(when)
2018

Handle
Last update
10.03.2025, 11:45 AM CET

Data provider

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Object type

  • Arbeitspapier

Associated

  • Yan, Ji Gao
  • Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"

Time of origin

  • 2018

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