Complete moment convergence of widely orthant dependent random variables

Xi Liu, Yan Shen, Jie Yang and Yamei Lu

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 14, 7256-7265

Abstract: It is known that the dependence structure of widely orthant dependent (WOD) random variables is weaker than those of negatively associated (NA) random variables, negatively superadditive dependent (NSD) random variables, negatively orthant dependent (NOD) random variables, and extended negatively dependent (END) random variables. In this article, the results of complete moment convergence and complete convergence are presented for WOD sequence under the same moment conditions as independent sequence in classical result (Chow 1988).

Date: 2017
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DOI: 10.1080/03610926.2016.1148728

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