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Complete convergence for randomly weighted sums of dependent random variables and an application.

Authors :
Chen, Pingyan
Luo, Jingjing
Sung, Soo Hak
Source :
Communications in Statistics: Theory & Methods. Oct2023, p1-19. 19p.
Publication Year :
2023

Abstract

Abstract. In this article, we establish complete convergence for randomly weighted sums of negatively orthant-dependent random variables. We also establish complete convergence for the maximums of randomly weighted sums of negatively associated random variables. As a corollary, a Marcinkiewicz-Zygmund-type strong law for randomly weighted sums of negatively associated random variables is obtained. The results can be applied to the bootstrap sample means, and an open problem in a convergence rate of the bootstrap sample means posed by CsörgÅ‘ (2004) is solved completely. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Database :
Academic Search Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
173360094
Full Text :
https://doi.org/10.1080/03610926.2023.2262636