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Strong law of large numbers for pairwise positive quadrant dependent random variables

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  • Alessio Sancetta

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  • Alessio Sancetta, 2009. "Strong law of large numbers for pairwise positive quadrant dependent random variables," Statistical Inference for Stochastic Processes, Springer, vol. 12(1), pages 55-64, February.
    • Handle: RePEc:spr:sistpr:v:12:y:2009:i:1:p:55-64
    DOI: 10.1007/s11203-008-9023-6
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    References listed on IDEAS

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    1. Andrews, Donald W.K., 1992. "Generic Uniform Convergence," Econometric Theory, Cambridge University Press, vol. 8(2), pages 241-257, June.
    2. Doukhan, Paul & Louhichi, Sana, 1999. "A new weak dependence condition and applications to moment inequalities," Stochastic Processes and their Applications, Elsevier, vol. 84(2), pages 313-342, December.
    3. Bulinski, Alexander & Suquet, Charles, 2001. "Normal approximation for quasi-associated random fields," Statistics & Probability Letters, Elsevier, vol. 54(2), pages 215-226, September.
    4. Wang, Dingcheng & Tang, Qihe, 2004. "Maxima of sums and random sums for negatively associated random variables with heavy tails," Statistics & Probability Letters, Elsevier, vol. 68(3), pages 287-295, July.
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