The Weak Convergence for Functions of Negatively Associated Random Variables

Li-Xin Zhang

Journal of Multivariate Analysis, 2001, vol. 78, issue 2, 272-298

Abstract: Let {Xn, n[greater-or-equal, slanted]1} be a sequence of stationary negatively associated random variables, Sj(l)=[summation operator]li=1 Xj+i, Sn=[summation operator]ni=1 Xi. Suppose that f(x) is a real function. Under some suitable conditions, the central limit theorem and the weak convergence for sumsare investigated. Applications to limiting distributions of estimators of Var Sn are also discussed.

Keywords: association; negative; association; the; central; limit; theorem; weak; convergence (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (6)

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