Almost sure convergence for weighted sums of pairwise PQD random variables

12/24/2018

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by   João Lita da Silva, et al.

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We obtain Marcinkiewicz-Zygmund strong laws of large numbers for weighted sums of pairwise positively quadrant dependent random variables stochastically dominated by a random variable X ∈L_p, 1 ≤ p < 2. We use our results to establish the strong consistency of estimators which emerge from regression models having pairwise positively quadrant dependent errors.