Convergence of the tail probability for weighted sums of negatively orthant dependent random variables
Kybernetika, Tome 56 (2020) no. 4, pp. 646-661
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library
In this research, strong convergence properties of the tail probability for weighted sums of negatively orthant dependent random variables are discussed. Some sharp theorems for weighted sums of arrays of rowwise negatively orthant dependent random variables are established. These results not only extend the corresponding ones of Cai [4], Wang et al. [19] and Shen [13], but also improve them, respectively.
In this research, strong convergence properties of the tail probability for weighted sums of negatively orthant dependent random variables are discussed. Some sharp theorems for weighted sums of arrays of rowwise negatively orthant dependent random variables are established. These results not only extend the corresponding ones of Cai [4], Wang et al. [19] and Shen [13], but also improve them, respectively.
DOI :
10.14736/kyb-2020-4-0646
Classification :
60F15, 62G32
Keywords: negatively orthant dependent random variables; the tail probability; strong convergence
Keywords: negatively orthant dependent random variables; the tail probability; strong convergence
@article{10_14736_kyb_2020_4_0646,
author = {Huang, Haiwu and Li, Linyan and Lu, Xuewen},
title = {Convergence of the tail probability for weighted sums of negatively orthant dependent random variables},
journal = {Kybernetika},
pages = {646--661},
year = {2020},
volume = {56},
number = {4},
doi = {10.14736/kyb-2020-4-0646},
mrnumber = {4168529},
zbl = {07286040},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.14736/kyb-2020-4-0646/}
}
TY - JOUR AU - Huang, Haiwu AU - Li, Linyan AU - Lu, Xuewen TI - Convergence of the tail probability for weighted sums of negatively orthant dependent random variables JO - Kybernetika PY - 2020 SP - 646 EP - 661 VL - 56 IS - 4 UR - http://geodesic.mathdoc.fr/articles/10.14736/kyb-2020-4-0646/ DO - 10.14736/kyb-2020-4-0646 LA - en ID - 10_14736_kyb_2020_4_0646 ER -
%0 Journal Article %A Huang, Haiwu %A Li, Linyan %A Lu, Xuewen %T Convergence of the tail probability for weighted sums of negatively orthant dependent random variables %J Kybernetika %D 2020 %P 646-661 %V 56 %N 4 %U http://geodesic.mathdoc.fr/articles/10.14736/kyb-2020-4-0646/ %R 10.14736/kyb-2020-4-0646 %G en %F 10_14736_kyb_2020_4_0646
Huang, Haiwu; Li, Linyan; Lu, Xuewen. Convergence of the tail probability for weighted sums of negatively orthant dependent random variables. Kybernetika, Tome 56 (2020) no. 4, pp. 646-661. doi: 10.14736/kyb-2020-4-0646
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