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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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:20:p:10373-10386
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DOI: 10.1080/03610926.2016.1235198
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