The Marcinkiewicz–Zygmund law of large numbers for exchangeable arrays

Laurent Davezies, D’Haultfœuille, Xavier and Yannick Guyonvarch
Authors registered in the RePEc Author Service: Xavier D'Haultfoeuille

Statistics & Probability Letters, 2022, vol. 188, issue C

Abstract: We show a Marcinkiewicz–Zygmund law of large numbers for jointly, dissociated exchangeable arrays, in Lr (r∈(0,2)) and almost surely. Then, we obtain a law of iterated logarithm for such arrays under a weaker moment condition than the existing one.

Keywords: Exchangeable arrays; Marcinkiewicz–Zygmund law of large numbers; Law of iterated logarithm (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.spl.2022.109536

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