Convergence of the tail probability for weighted sums of negatively orthant dependent random variables

Haiwu Huang; Linyan Li; Xuewen Lu

Kybernetika (2020)

  • Volume: 56, Issue: 4, page 646-661
  • ISSN: 0023-5954

Abstract

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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.

How to cite

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Huang, Haiwu, Li, Linyan, and Lu, Xuewen. "Convergence of the tail probability for weighted sums of negatively orthant dependent random variables." Kybernetika 56.4 (2020): 646-661. <http://eudml.org/doc/296983>.

@article{Huang2020,
abstract = {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.},
author = {Huang, Haiwu, Li, Linyan, Lu, Xuewen},
journal = {Kybernetika},
keywords = {negatively orthant dependent random variables; the tail probability; strong convergence},
language = {eng},
number = {4},
pages = {646-661},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Convergence of the tail probability for weighted sums of negatively orthant dependent random variables},
url = {http://eudml.org/doc/296983},
volume = {56},
year = {2020},
}

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
PB - Institute of Information Theory and Automation AS CR
VL - 56
IS - 4
SP - 646
EP - 661
AB - 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.
LA - eng
KW - negatively orthant dependent random variables; the tail probability; strong convergence
UR - http://eudml.org/doc/296983
ER -

References

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