| Title:
|
Convergence of the tail probability for weighted sums of negatively orthant dependent random variables (English) |
| Author:
|
Huang, Haiwu |
| Author:
|
Li, Linyan |
| Author:
|
Lu, Xuewen |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 (print) |
| ISSN:
|
1805-949X (online) |
| Volume:
|
56 |
| Issue:
|
4 |
| Year:
|
2020 |
| Pages:
|
646-661 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
negatively orthant dependent random variables |
| Keyword:
|
the tail probability |
| Keyword:
|
strong convergence |
| MSC:
|
60F15 |
| MSC:
|
62G32 |
| idZBL:
|
Zbl 07286040 |
| idMR:
|
MR4168529 |
| DOI:
|
10.14736/kyb-2020-4-0646 |
| . |
| Date available:
|
2020-10-30T16:22:05Z |
| Last updated:
|
2021-02-23 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/148377 |
| . |
| Reference:
|
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| Reference:
|
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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