Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables
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References listed on IDEAS
- Sheremet, Oleg & Lucas, André, 2009.
"Global loss diversification in the insurance sector,"
Insurance: Mathematics and Economics,
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- 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.
- repec:gam:jecnmx:v:4:y:2016:i:1:p:4:d:62057 is not listed on IDEAS
- Giovanni Forchini & Bin Peng, 2016. "A Conditional Approach to Panel Data Models with Common Shocks," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 1-12, January.
- 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.
More about this item
KeywordsConditional residual h-integrability; Randomly weighted sums; Conditional negative dependence; Conditional strong-mixing; Conditional strongly residual h-integrability; 60F05; 60F15; 60G99;
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