Geodesic
Strong laws for weighted sums of some dependent random variables and applications
Filomat, Tome 37 (2023) no. 18, p. 6161

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DOI

Let {Xn, n ≥ 1} be a sequence of random variables satisfying a generalized Rosenthal type inequality and stochastically dominated by a random variable X. Let {ani, 1 ≤ i ≤ n, n ≥ 1} be an array of constants. We study the Marcinkiewicz-Zygmund type strong laws for weighted sums Pn i=1 aniXi under the condition that the exponential moment of the random variable X exists. These results are the interesting supplements for some known results. As statistical applications, we provide the strong consistency of LS estimators in simple linear EV regression models with widely orthant dependent random errors.
DOI : 10.2298/FIL2318161D
Classification : 60F15, 62J05
Keywords: Marcinkiewicz-Zygmund type strong laws, weighted sums, linear EV regression models, LS estimators, strong consistency, widely orthant dependent random variables 
Menghuan Du; Yu Miao. Strong laws for weighted sums of some dependent random variables and applications. Filomat, Tome 37 (2023) no. 18, p. 6161 . doi: 10.2298/FIL2318161D
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     title = {Strong laws for weighted sums of some dependent random variables and applications},
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     doi = {10.2298/FIL2318161D},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL2318161D/}
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