Status | 已发表Published |
Title | Almost sure convergence of weighted sums |
Creator | |
Date Issued | 1996 |
Source Publication | Statistica Sinica
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ISSN | 1017-0405 |
Volume | 6Issue:2Pages:499-507 |
Abstract | 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. |
Keyword | Almost sure convergence Consistency Linear regression |
URL | View source |
Indexed By | SCIE |
Language | 英语English |
WOS Research Area | Mathematics |
WOS Subject | Statistics & Probability |
WOS ID | WOS:A1996UK42000014 |
Scopus ID | 2-s2.0-21344435912 |
Citation statistics | |
Document Type | Journal article |
Identifier | http://repository.uic.edu.cn/handle/39GCC9TT/2519 |
Collection | Research outside affiliated institution |
Affiliation | 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 |
Recommended Citation 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. |
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