Almost sure convergence for weighted sums of pairwise PQD random variables

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Abstract

We obtain strong laws of large numbers of Marcinkiewicz–Zygmund’s type for weighted sums of pairwise positively quadrant dependent random variables stochastically dominated by a random variable (Formula presented.) We use our results to establish the strong consistency of estimators which emerge from regression models having pairwise positively quadrant-dependent errors.

Original languageEnglish
Number of pages24
JournalCommunications in Statistics - Theory and Methods
DOIs
Publication statusPublished - 21 Dec 2022

Keywords

  • positively quadrant dependent random variables
  • regression models
  • strong consistency
  • Strong law of large numbers
  • weighted sum

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