Convergence rates in the law of the iterated logarithm for negatively associated random variables with multidimensional indices

For a set of negatively associated random variables indexed by , d>=2, the positive integer d-dimensional lattice points, convergence rates in the law of the iterated logarithm are discussed. Then the results of Gut (see [Gut, A. (1980). Convergence rates for probabilities of moderate deviations for sums of random variables with multidimensional indices. Ann. Probab. 8, 298-313]) are extended.

MoreLess

Year of publication:	2009
Authors:	Li, Yun-Xia
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 8, p. 1038-1043
Publisher:	Elsevier

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005223624