The Weak Convergence for Functions of Negatively Associated Random Variables

Let {Xn,Â n[greater-or-equal, slanted]1} be a sequence of stationary negatively associated random variables, Sj(l)=[summation operator]li=1Â Xj+i, Sn=[summation operator]ni=1Â Xi. Suppose that f(x) is a real function. Under some suitable conditions, the central limit theorem and the weak convergence for sumsare investigated. Applications to limiting distributions of estimators of VarÂ Sn are also discussed.

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Year of publication:	2001
Authors:	Zhang, Li-Xin
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 78.2001, 2, p. 272-298
Publisher:	Elsevier
Keywords:	association negative association the central limit theorem weak convergence

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

Persistent link: https://www.econbiz.de/10005199521