Title of article
Limiting behavior of the maximum of the partial sum for asymptotically negatively associated random variables under residual Cesàro alpha-integrability assumption
Author/Authors
Yuan، نويسنده , , De Mei and Wu، نويسنده , , Xiu Shan، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
8
From page
2395
To page
2402
Abstract
Asymptotically negative association is a special dependence structure. By relating such dependence condition to residual Cesàro alpha-integrability and to strongly residual Cesàro alpha-integrability, some Lp-convergence and complete convergence results of the maximum of the partial sum are derived, respectively. In addition, some of these conclusions are based on a new Rosenthal type inequality concerning asymptotically negatively associated random variables, which is of independent interest.
Keywords
Asymptotically negative association , Rosenthal type inequality , Lp-convergence , Strongly residual Cesàro alpha-integrability , Residual Cesàro alpha-integrability , Complete convergence
Journal title
Journal of Statistical Planning and Inference
Serial Year
2010
Journal title
Journal of Statistical Planning and Inference
Record number
2220827
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