Almost sure convergence of weighted sums

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	Almost sure convergence of weighted sums
	Chen, XR ; Zhu, LX ; Fang, KT
	1996-04-01
发表期刊	STATISTICA SINICA
ISSN	1017-0405
卷号	6 期号:2 页码:499-507
摘要	Suppose that e(1),e(2),... are i.i.d. random variables with Ee(1) = 0 and E\e(1)\(tau) < infinity for some tau with 1 less than or equal to tau < 2. In this paper, we obtain sufficient conditions for almost sure convergence of the weighted sum Sigma(i=1)(n) a(i)e(i)/A(n) and derive that these conditions are necessary in some sense.
关键词	almost sure convergence linear regression consistency
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:A1996UK42000014
出版者	STATISTICA SINICA
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/28767
专题	中国科学院数学与系统科学研究院
作者单位	1.CHINESE ACAD SCI,GRAD SCH,BEIJING 100039,PEOPLES R CHINA 2.HONG KONG BAPTIST UNIV,DEPT MATH,HONG KONG,HONG KONG 3.CHINESE ACAD SCI,PROBABIL LAB,INST APPL MATH,BEIJING 100080,PEOPLES R CHINA
推荐引用方式 GB/T 7714	Chen, XR,Zhu, LX,Fang, KT. Almost sure convergence of weighted sums[J]. STATISTICA SINICA,1996,6(2):499-507.
APA	Chen, XR,Zhu, LX,&Fang, KT.(1996).Almost sure convergence of weighted sums.STATISTICA SINICA,6(2),499-507.
MLA	Chen, XR,et al."Almost sure convergence of weighted sums".STATISTICA SINICA 6.2(1996):499-507.