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).

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Year of publication:	2018
Authors:	Yan, Ji Gao
Publisher:	Berlin : Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"
Subject:	Complete convergence \| Maximal weighted sums \| Extended negatively dependent

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Series:	IRTG 1792 Discussion Paper ; 2018-042
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	hdl:10419/230753 [Handle] RePEc:zbw:irtgdp:2018042 [RePEc]
Classification:	C00 - Mathematical and Quantitative Methods. General
Source:	EconStor

Persistent link: https://www.econbiz.de/10012433191