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Convergence for weighted sums of widely orthant dependent random variables

DeHua Qiu and PingYan Chen

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 15, 4445-4453

Abstract: In this article, a complete convergence result and a complete moment convergence result are obtained for the weighted sums of widely orthant dependent random variables under mild conditions. As corollaries, the corresponding results are also obtained under the extended negatively orthant dependent setup. In particular, the complete convergence result generalizes and improves the related known works in the literature.

Date: 2016
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DOI: 10.1080/03610926.2014.921304

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