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Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables

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  • Manuel Ordóñez Cabrera
  • Andrew Rosalsky
  • Andrei Volodin

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  • Manuel Ordóñez Cabrera & Andrew Rosalsky & Andrei Volodin, 2012. "Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(2), pages 369-385, June.
    • Handle: RePEc:spr:testjl:v:21:y:2012:i:2:p:369-385
    DOI: 10.1007/s11749-011-0248-0
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    References listed on IDEAS

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    1. Sheremet, Oleg & Lucas, André, 2009. "Global loss diversification in the insurance sector," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 415-425, June.
    2. Xin-mei Shen & Zheng-yan Lin & Yi Zhang, 2009. "Uniform Estimate for Maximum of Randomly Weighted Sums with Applications to Ruin Theory," Methodology and Computing in Applied Probability, Springer, vol. 11(4), pages 669-685, December.
    3. Aas, Kjersti & Czado, Claudia & Frigessi, Arnoldo & Bakken, Henrik, 2009. "Pair-copula constructions of multiple dependence," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 182-198, April.
    4. B. Prakasa Rao, 2009. "Conditional independence, conditional mixing and conditional association," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(2), pages 441-460, June.
    5. Jeffrey T. Leek, 2011. "Asymptotic Conditional Singular Value Decomposition for High-Dimensional Genomic Data," Biometrics, The International Biometric Society, vol. 67(2), pages 344-352, June.
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    Citations

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    Cited by:

    1. G. Forchini & Bin Jiang & Bin Peng, 2015. "Common Shocks in panels with Endogenous Regressors," Monash Econometrics and Business Statistics Working Papers 8/15, Monash University, Department of Econometrics and Business Statistics.
    2. Giovanni Forchini & Bin Jiang & Bin Peng, 2018. "TSLS and LIML Estimators in Panels with Unobserved Shocks," Econometrics, MDPI, vol. 6(2), pages 1-12, April.
    3. Xuejun Wang & Yi Wu & Wei Yu & Wenzhi Yang & Shuhe Hu, 2019. "Asymptotics for the linear kernel quantile estimator," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(4), pages 1144-1174, December.
    4. Aiting Shen & Andrei Volodin, 2017. "Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(6), pages 605-625, November.
    5. Giovanni Forchini & Bin Peng, 2016. "A Conditional Approach to Panel Data Models with Common Shocks," Econometrics, MDPI, vol. 4(1), pages 1-12, January.
    6. Hadjikyriakou, Milto, 2013. "Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1282-1286.
    7. Yuan, Demei & Hu, Xuemei, 2015. "A conditional version of the extended Kolmogorov–Feller weak law of large numbers," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 99-107.

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