Almost sure convergence of weighted sums

科研成果详情

发表状态	已发表Published
题名	Almost sure convergence of weighted sums
作者	Chen, Xiru 1; Zhu, Lixing 2; Fang, Kaitai3,4
发表日期	1996
发表期刊	Statistica Sinica
ISSN/eISSN	1017-0405
卷号	6 期号:2 页码:499-507
摘要	Suppose that e1,e2,... are i.i.d. random variables with Ee1 = 0 and E\|e1\|r < ∞ for some r with 1 ≤ r < 2. In this paper, we obtain sufficient conditions for almost sure convergence of the weighted sum ∑i=1n a(i)ei/A(n) and derive that these conditions are necessary in some sense.
关键词	Almost sure convergence Consistency Linear regression
URL	查看来源
收录类别	SCIE
语种	英语English
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:A1996UK42000014
Scopus入藏号	2-s2.0-21344435912
引用统计	被引频次：11[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	https://repository.uic.edu.cn/handle/39GCC9TT/2519
专题	个人在本单位外知识产出
作者单位	1.Graduate School of Chinese Academy of Sciences, Beijing 2.Probability Laboratory, Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing 3.Department of Mathematics, Hong Kong Baptist University, Hong Kong 4.Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing
推荐引用方式 GB/T 7714	Chen, Xiru,Zhu, Lixing,Fang, Kaitai. Almost sure convergence of weighted sums[J]. Statistica Sinica, 1996, 6(2): 499-507.
APA	Chen, Xiru, Zhu, Lixing, & Fang, Kaitai. (1996). Almost sure convergence of weighted sums. Statistica Sinica, 6(2), 499-507.
MLA	Chen, Xiru,et al."Almost sure convergence of weighted sums". Statistica Sinica 6.2(1996): 499-507.