Statistique asymptotique presque-sûre de modèles statistiques convexes
Stetige stochastische Approximation.
Strassen theorem in holder norm for some brownian functionals
Strassen's law of the iterated logarithm
Strassen’s functional form of the law of the iterated logarithm is formulated for partial sums of random variables with values in a strict inductive limit of Frechet spaces of Hilbert space type. The proof depends on obtaining Berry-Essen estimates for Hilbert space valued random variables.
Strong approximation for mixing sequences with infinite variance.
Strong approximation for set-indexed partial sum processes via KMT constructions III
Strong approximation for set-indexed partial sum processes via KMT constructions III
We generalize the results of Komlós, Major and Tusnády concerning the strong approximation of partial sums of independent and identically distributed random variables with a finite r-th moment to the case when the parameter set is two-dimensional. The most striking result is that the rates of convergence are exactly the same as in the one-dimensional case.
Strong approximations of bivariate uniform empirical processes
Strong consistencies of the bootstrap moments.
Strong Convergence for weighed sums of negatively superadditive dependent random variables
In this paper, the strong law of large numbers for weighted sums of negatively superadditive dependent (NSD, in short) random variables is obtained, which generalizes and improves the corresponding one of Bai and Cheng ([2]) for independent and identically distributed random variables to the case of NSD random variables.
Strong convergence for weighted sums of WOD random variables and its application in the EV regression model
The strong convergence for weighted sums of widely orthant dependent (WOD) random variables is investigated. As an application, we further investigate the strong consistency of the least squares estimator in EV regression model for WOD random variables. A simulation study is carried out to confirm the theoretical results.
Strong law of large numbers for additive extremum estimators
Extremum estimators are obtained by maximizing or minimizing a function of the sample and of the parameters relatively to the parameters. When the function to maximize or minimize is the sum of subfunctions each depending on one observation, the extremum estimators are additive. Maximum likelihood estimators are extremum additive whenever the observations are independent. Another instance of additive extremum estimators are the least squares estimators for multiple regressions when the usual assumptions...
Strong law of large numbers for fragmentation processes
In the spirit of a classical result for Crump–Mode–Jagers processes, we prove a strong law of large numbers for fragmentation processes. Specifically, for self-similar fragmentation processes, including homogenous processes, we prove the almost sure convergence of an empirical measure associated with the stopping line corresponding to first fragments of size strictly smaller than η for 1≥η>0.
Strong law of large numbers for optimal points.
Strong law of large numbers for the interface in ballistic deposition
Strong law of large numbers for -mixing sequences with different distributions.
Strong law of large numbers under a general moment condition.
Strong laws and summability for sequences of -mixing random variables in Banach spaces.
Strong laws of large numbers for arrays of row-wise independent random elements.
Strong laws of large numbers for arrays of rowwise -mixing random variables.