EconPapers    
Economics at your fingertips  
 

Complete convergence for arrays of row-wise ND random variables under sub-linear expectations

Wenjuan Wang and Qunying Wu

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 13, 3165-3176

Abstract: In this paper, complete convergence for arrays of row-wise ND random variables under sub-linear expectations is studied. As applications, the complete convergence theorems of weighted sums for negatively dependent random variables have been generalized to the sub-linear expectation space context. We extend some complete convergence theorems from the traditional probability space to the sub-linear expectation space and our results generalize corresponding results obtained by Ko.

Date: 2019
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2018.1476711 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:48:y:2019:i:13:p:3165-3176

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2018.1476711

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:lstaxx:v:48:y:2019:i:13:p:3165-3176