Marcinkiewicz strong laws for linear statistics of rho*-mixing sequences of random variables
Strong laws are established for linear statistics that are weighted sums of a random sample. We show extensions of the Marcinkiewicz-Zygmund strong laws under certain moment conditions on both the weights and the distribution. These not only generalize the result of Bai and Cheng (2000, Statist Prob...
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| Format: | Article |
| Language: | English |
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Academia Brasileira de Ciências
2006-12-01
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| Series: | Anais da Academia Brasileira de Ciências |
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| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652006000400001 |