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In the work a characterization of difference of multivariate Gaussian measures is found on the family of centered Eucledian balls. In particular, it helps to derive (xx see paper).
Persistent link: https://www.econbiz.de/10012433177
IV regression in the context of a re-sampling is considered in the work. Comparatively, the contribution in the development is a structural identication in the IV model. The work also contains a multiplier-bootstrap justication.
Persistent link: https://www.econbiz.de/10012433180
In this paper, the complete convergence and complete moment convergence for maximal weighted sums of extended negatively dependent random variables are investigated. Some sufficient conditions for the convergence are provided. In addition, the Marcinkiewicz-Zygmund type strong law of large...
Persistent link: https://www.econbiz.de/10012433189
We consider a generalization of Baum-Katz theorem for random variables satisfying some cover conditions. Consequently, we get the result for many dependent structure, such as END, -mixing, -mixing and -mixing, etc.
Persistent link: https://www.econbiz.de/10012433190
In this paper, the complete convergence for maximal weighted sums of extended negatively dependent (END, for short) random variables is investigated. Some sucient conditions for the complete convergence and some applications to a nonparametric model are provided. The results obtained in the...
Persistent link: https://www.econbiz.de/10012433191