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Complete convergence and complete moment convergence for maximal randomly weighted sums of widely orthant-dependent random variables with applications

Release Time:2021-06-15  Hits:

Indexed by: Journal Article

Date of Publication: 2021-03-05

Journal: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

Volume: 50

Issue: 4

Page Number: 763-791

ISSN: 0361-0926

Key Words: Widely orthant-dependent; complete convergence; complete moment convergence

Abstract: In this paper, the complete convergence and the complete moment convergence for maximal randomly weighted sums of widely orthant-dependent (WOD, in short) random variables are investigated. By using the main results, we further consider three striking and useful applications in probability and statistics. Our results generalize the corresponding earlier ones.

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