Complete moment convergence of weighted sums for arrays of negatively dependent random variables and its applications. Issue 11 (2nd June 2016)

• Record Type: Journal Article
• Authors: Wu, Yongfeng; Volodin, Andrei
• Is Part Of: Communications in statistics. Volume 45:Issue 11(2016)
• Page Start: 3185
• Page End: 3195
• Publication Date: 2016-06-02
• Subjects: Complete moment convergence -- Weighted sums -- Negatively dependent random variables -- Linear processes.; 60F15; 60G50; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2014.901365
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: The authors study the complete moment convergence of weighted sums for arrays of rowwise negatively dependent random variables. The obtained results improve the corresponding results of Baek and Park(2010) . Convergence of weighted sums for arrays of negatively dependent random variables and its applications. As an application, the authors obtain the complete moment convergence of linear processes based on pairwise negatively dependent random variables. In addition, the authors point out a gap of the proof in Baek and Park(2010) and raise an open problem.