The Marcinkiewicz–Zygmund law of large numbers for exchangeable arrays

Laurent Davezies, Xavier D’haultfœuille and Yannick Guyonvarch
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Laurent Davezies: CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique
Xavier D’haultfœuille: CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique
Yannick Guyonvarch: UMR PSAE - Paris-Saclay Applied Economics - AgroParisTech - Université Paris-Saclay - INRAE - Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement

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Abstract: We show a Marcinkiewicz-Zygmund law of large numbers for jointly, dissociated exchangeable arrays, in L r (r ∈ (0, 2)) and almost surely. Then, we obtain a law of iterated logarithm for such arrays under a weaker moment condition than the existing one.

Keywords: exchangeable arrays Marcinkiewicz-Zygmund law of large numbers law of iterated logarithm; exchangeable arrays; Marcinkiewicz-Zygmund law of large numbers; law of iterated logarithm (search for similar items in EconPapers)
Date: 2022-09
Note: View the original document on HAL open archive server: https://hal.inrae.fr/hal-04430986v1
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Published in Statistics and Probability Letters, 2022, 188, pp.109536. ⟨10.1016/j.spl.2022.109536⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04430986

DOI: 10.1016/j.spl.2022.109536

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