RETRACTED: Convergence of weighted sums for arrays of negatively dependent random variables and its applications (Retracted article. See vol. 143, pg. 1619, 2013)

被引:15
作者
Baek, Jong-Il [1 ]
Park, Sung-Tae [2 ,3 ]
机构
[1] Wonkwang Univ, Inst Basic Nat Sci, Div Math & Informat Stat, Iksan 570749, South Korea
[2] Wonkwang Univ, Div Business, Iksan 570749, South Korea
[3] Wonkwang Univ, Business & Econ Res Inst, Iksan 570749, South Korea
关键词
Complete convergence; Negatively dependent random variables; Linear processes; MOVING AVERAGE PROCESSES; DISTRIBUTED RANDOM-VARIABLES; CENTRAL-LIMIT-THEOREM; LARGE NUMBERS; STRONG LAW; SUMMABILITY METHODS; SURE CONVERGENCE; LARGE DEVIATIONS; RANDOM ELEMENTS; INEQUALITIES;
D O I
10.1016/j.jspi.2010.02.021
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We discuss discuss the complete convergence of weighted sums for arrays of rowwise negatively dependent random variables (ND r.v.'s) to linear processes. As an application, we obtain the complete convergence of linear processes based on a ND r.v.'s which extends the result of Li et al. (1992), including the results of Baum and Katz (1965), from the i.i.d. case to a negatively dependent (ND) setting. We complement the results of Ahmed et al. (2002) and confirm their conjecture on linear processes in the ND case. (C) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码:2461 / 2469
页数:9
相关论文
共 46 条
[1]   On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements with application to moving average processes [J].
Ahmed, SE ;
Antonini, RG ;
Volodin, A .
STATISTICS & PROBABILITY LETTERS, 2002, 58 (02) :185-194
[2]  
Amini M., 2004, WSEAS T MATH, V3, P637
[3]  
[Anonymous], 1990, Time Series: Theory and Methods
[4]   On the convergence of moving average processes under dependent conditions [J].
Baek, JI ;
Kim, TS ;
Liang, HY .
AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, 2003, 45 (03) :331-342
[5]   CONVERGENCE RATES IN LAW OF LARGE NUMBERS [J].
BAUM, LE ;
KATZ, M .
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1965, 120 (01) :108-&
[6]   Summability methods and negatively associated random variables [J].
Bingham, NH ;
Sani, HRN .
JOURNAL OF APPLIED PROBABILITY, 2004, 41A :231-238
[7]  
BINGHAM NH, 1991, ALMOST EVERYWHERE CO, V2, P69
[8]  
BINGHAM NH, 1985, DEP PROBAB STAT, P291
[9]   SOME CONCEPTS OF MULTIVARIATE DEPENDENCE [J].
BLOCK, HW ;
TING, MI .
COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1981, 10 (08) :749-762
[10]  
Bozorgnia A., 1996, World Congress Nonlinear Analysts, V92, P1639