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arXiv · 1812.09947

Almost sure convergence for weighted sums of pairwise PQD random variables

João Lita da Silva
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Abstract

We obtain Marcinkiewicz-Zygmund strong laws of large numbers for weighted sums of pairwise positively quadrant dependent random variables stochastically dominated by a random variable $X \in \mathscr{L}_{p}$, $1 \leqslant p < 2$. We use our results to establish the strong consistency of estimators which emerge from regression models having pairwise positively quadrant dependent errors.

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João Lita da Silva. 2018-12-24. Almost sure convergence for weighted sums of pairwise PQD random variables. https://arxiv.org/abs/1812.09947

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