da Silva, João Lita2023-02-162023-12-222022-12-210361-0926PURE: 53351655PURE UUID: 685d0da9-6792-45eb-a504-e7d0ee5544a5Scopus: 85144682153WOS: 000901872400001http://hdl.handle.net/10362/149348Publisher Copyright: © 2022 Taylor & Francis Group, LLC.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.24251387engpositively quadrant dependent random variablesregression modelsstrong consistencyStrong law of large numbersweighted sumStatistics and ProbabilityAlmost sure convergence for weighted sums of pairwise PQD random variablesjournal article10.1080/03610926.2022.2154129https://www.scopus.com/pages/publications/85144682153