Strong law of large numbers for pairwise positive quadrant dependent random variables

Alessio Sancetta

Statistical Inference for Stochastic Processes, 2009, vol. 12, issue 1, 55-64

Keywords: Associated random variables; Markov chain; Positive quadrant dependence; Rate of convergence; Stochastic equicontinuity; 60F15 (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s11203-008-9023-6

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