Almost sure convergence for weighted sums of pairwise PQD random variables

da Silva, João Lita

http://hdl.handle.net/10362/149348

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Autores

da Silva, João Lita

Resumo(s)

We obtain strong laws of large numbers of Marcinkiewicz–Zygmund’s type for weighted sums of pairwise positively quadrant dependent random variables stochastically dominated by a random variable (Formula presented.) We use our results to establish the strong consistency of estimators which emerge from regression models having pairwise positively quadrant-dependent errors.

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positively quadrant dependent random variables regression models strong consistency Strong law of large numbers weighted sum Statistics and Probability