Title:
|
Complete convergence theorems for normed row sums from an array of rowwise pairwise negative quadrant dependent random variables with application to the dependent bootstrap (English) |
Author:
|
Rosalsky, Andrew |
Author:
|
Wu, Yongfeng |
Language:
|
English |
Journal:
|
Applications of Mathematics |
ISSN:
|
0862-7940 (print) |
ISSN:
|
1572-9109 (online) |
Volume:
|
60 |
Issue:
|
3 |
Year:
|
2015 |
Pages:
|
251-263 |
Summary lang:
|
English |
. |
Category:
|
math |
. |
Summary:
|
Let $\{X_{n,j}, 1\leq j\leq m(n), n\geq 1\}$ be an array of rowwise pairwise negative quadrant dependent mean 0 random variables and let $0<b_n\rightarrow \infty $. Conditions are given for $\sum \nolimits _{j=1}^{m(n)}X_{n,j}/b_n\rightarrow 0$ completely and for $\max \nolimits _{1\leq k\leq m(n)}\Bigl |\sum \nolimits _{j=1}^kX_{n,j}\Big |/b_n\rightarrow 0$ completely. As an application of these results, we obtain a complete convergence theorem for the row sums $\sum \nolimits _{j=1}^{m(n)}X_{n,j}^*$ of the dependent bootstrap samples $\{\{X_{n,j}^*, 1\leq j\leq m(n)\}, n\geq 1\}$ arising from a sequence of i.i.d.\ random variables $\{X_n, n\geq 1\}$. (English) |
Keyword:
|
array of rowwise pairwise negative quadrant dependent random variables |
Keyword:
|
complete convergence |
Keyword:
|
dependent bootstrap |
Keyword:
|
sequence of i.i.d.\ random variables |
MSC:
|
60F15 |
MSC:
|
62F40 |
MSC:
|
62G09 |
idZBL:
|
Zbl 06486910 |
idMR:
|
MR3419961 |
DOI:
|
10.1007/s10492-015-0094-6 |
. |
Date available:
|
2015-05-15T07:36:25Z |
Last updated:
|
2020-07-02 |
Stable URL:
|
http://hdl.handle.net/10338.dmlcz/144262 |
. |
Reference:
|
[1] Bozorgnia, A., Patterson, R. F., Taylor, R. L.: On strong laws of large numbers for arrays of rowwise independent random elements.Int. J. Math. Math. Sci. 16 (1993), 587-591. Zbl 0844.60005, MR 1225505, 10.1155/S0161171293000729 |
Reference:
|
[2] Bozorgnia, A., Patterson, R. F., Taylor, R. L.: Limit theorems for dependent random variables.V. Lakshmikantham World Congress of Nonlinear Analysts '92, Vol. I--IV Proc. of the First World Congress, Tampa, 1992. De Gruyter Berlin (1996), 1639-1650. Zbl 0845.60010, MR 1389197 |
Reference:
|
[3] Bozorgnia, A., Patterson, R. F., Taylor, R. L.: Chung type strong laws for arrays of random elements and bootstrapping.Stochastic Anal. Appl. 15 (1997), 651-669. Zbl 0899.60028, MR 1478879, 10.1080/07362999708809501 |
Reference:
|
[4] Chung, K.-L.: Note on some strong laws of large numbers.Am. J. Math. 69 (1947), 189-192. Zbl 0034.07103, MR 0019853, 10.2307/2371664 |
Reference:
|
[5] Efron, B.: Bootstrap methods: Another look at the jackknife.Ann. Stat. 7 (1979), 1-26. Zbl 0406.62024, MR 0515681, 10.1214/aos/1176344552 |
Reference:
|
[6] Erdős, P.: On a theorem of Hsu and Robbins.Ann. Math. Stat. 20 (1949), 286-291. Zbl 0033.29001, MR 0030714, 10.1214/aoms/1177730037 |
Reference:
|
[7] Gan, S., Chen, P.: Some limit theorems for sequences of pairwise NQD random variables.Acta Math. Sci., Ser. B, Engl. Ed. 28 (2008), 269-281. Zbl 1174.60330, MR 2411834 |
Reference:
|
[8] Hsu, P. L., Robbins, H.: Complete convergence and the law of large numbers.Proc. Natl. Acad. Sci. USA 33 (1947), 25-31. Zbl 0030.20101, MR 0019852, 10.1073/pnas.33.2.25 |
Reference:
|
[9] Hu, T.-C., Móricz, F., Taylor, R. L.: Strong laws of large numbers for arrays of rowwise independent random variables.Acta Math. Hung. 54 (1989), 153-162. MR 1015785, 10.1007/BF01950716 |
Reference:
|
[10] Hu, T.-C., Cabrera, M. Ordóñez, Volodin, A.: Almost sure lim sup behavior of dependent bootstrap means.Stochastic Anal. Appl. 24 (2006), 939-952. MR 2258910, 10.1080/07362990600869969 |
Reference:
|
[11] Hu, T.-C., Taylor, R. L.: On the strong law for arrays and for the bootstrap mean and variance.Int. J. Math. Math. Sci. 20 (1997), 375-382. Zbl 0883.60024, MR 1444739, 10.1155/S0161171297000483 |
Reference:
|
[12] Lehmann, E. L.: Some concepts of dependence.Ann. Math. Stat. 37 (1966), 1137-1153. Zbl 0146.40601, MR 0202228, 10.1214/aoms/1177699260 |
Reference:
|
[13] Li, D., Rosalsky, A., Volodin, A. I.: On the strong law of large numbers for sequences of pairwise negative quadrant dependent random variables.Bull. Inst. Math., Acad. Sin. (N.S.) 1 (2006), 281-305. Zbl 1102.60026, MR 2230590 |
Reference:
|
[14] Matuła, P.: A note on the almost sure convergence of sums of negatively dependent random variables.Stat. Probab. Lett. 15 (1992), 209-213. Zbl 0925.60024, MR 1190256, 10.1016/0167-7152(92)90191-7 |
Reference:
|
[15] Patterson, R. F., Smith, W. D., Taylor, R. L., Bozorgnia, A.: Limit theorems for negatively dependent random variables.Nonlinear Anal., Theory Methods Appl. 47 (2001), 1283-1295. Zbl 1042.60503, MR 1970737, 10.1016/S0362-546X(01)00265-6 |
Reference:
|
[16] Patterson, R. F., Taylor, R. L.: Strong laws of large numbers for negatively dependent random elements.Nonlinear Anal., Theory Methods Appl. 30 (1997), 4229-4235. MR 1603567, 10.1016/S0362-546X(97)00279-4 |
Reference:
|
[17] Pemantle, R.: Towards a theory of negative dependence.J. Math. Phys. 41 (2000), 1371-1390. Zbl 1052.62518, MR 1757964, 10.1063/1.533200 |
Reference:
|
[18] Smith, W. D., Taylor, R. L.: Consistency of dependent bootstrap estimators.Am. J. Math. Manage. Sci. 21 (2001), 359-382. MR 1896966 |
Reference:
|
[19] Smith, W. D., Taylor, R. L.: Dependent bootstrap confidence intervals.Selected Proceeding of the Symposium on Inference for Stochastic Processes, Athens, 2000 IMS Lecture Notes Monogr. Ser. 37 Inst. Math. Statist, Beachwood (2001), 91-107. MR 2002505 |
Reference:
|
[20] Taylor, R. L., Patterson, R. F., Bozorgnia, A.: A strong law of large numbers for arrays of rowwise negatively dependent random variables.Stochastic Anal. Appl. 20 (2002), 643-656. Zbl 1003.60032, MR 1900307, 10.1081/SAP-120004118 |
Reference:
|
[21] Volodin, A., Cabrera, M. Ordóñez, Hu, T. C.: Convergence rate of the dependent bootstrapped means.Theory Probab. Appl. 50 (2006), 337-346 translation from Teor. Veroyatn. Primen. 50 (2005), 344-352 Russian. MR 2221716 |
Reference:
|
[22] Wu, Q.: Convergence properties of pairwise NQD random sequences.Acta Math. Sin. 45 (2002), 617-624 Chinese. Zbl 1008.60039, MR 1915127 |
Reference:
|
[23] Wu, Y., Wang, D.: Convergence properties for arrays of rowwise pairwise negatively quadrant dependent random variables.Appl. Math., Praha 57 (2012), 463-476. Zbl 1265.60067, MR 2984614, 10.1007/s10492-012-0027-6 |
Reference:
|
[24] Wu, Y.-F., Zhu, D.-J.: Convergence properties of partial sums for arrays of rowwise negatively orthant dependent random variables.J. Korean Stat. Soc. 39 (2010), 189-197. Zbl 1294.60056, MR 2642485, 10.1016/j.jkss.2009.05.003 |
. |