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Complete moment convergence and Lr convergence for asymptotically almost negatively associated random variables

Mengmei Xi, Xufei Tang, Junjie Lin, Ming Wang and Xuejun Wang

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 20, 10373-10386

Abstract: In this paper, we investigate the complete moment convergence and Lr convergence for maximal partial sums of asymptotically almost negatively associated random variables under some general conditions. The results obtained in the paper generalize some corresponding ones for negatively associated random variables.

Date: 2017
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DOI: 10.1080/03610926.2016.1235198

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