Almost sure convergence for weighted sums of pairwise PQD random variables
Abstract
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 ∈ Lp, 1 ≤slant p < 2. We use our results to establish the strong consistency of estimators which emerge from regression models having pairwise positively quadrant dependent errors.
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