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Estimates for the rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors

✍ Scribed by A. Yu. Zaitsev

Publisher
Springer US
Year
2008
Tongue
English
Weight
239 KB
Volume
152
Category
Article
ISSN
1573-8795

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Strong laws for weighted sums of i.i.d.
Strong laws for weighted sums of i.i.d. random variables
✍ Soo Hak Sung πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 87 KB

Strong laws of large numbers are established for the weighted sums of i.i.d. random variables which have higher-order moment condition. One of the results of Bai and Cheng (2000, Statist. Probab. Lett. 46, 105 -112) is extended.