Convergence rates in the weak law of large numbers for weighted sums of i.i.d. random variables and applications in errors-in-variables models-Reference-Cited by-同舟云学术

Convergence rates in the weak law of large numbers for weighted sums of i.i.d. random variables and applications in errors-in-variables models

Published:2019-11-18 Issue:06 Volume:19 Page:1950041
ISSN:0219-4937
Container-title:Stochastics and Dynamics
language:en
Short-container-title:Stoch. Dyn.

Author:

Zhang Mingyang¹,Chen Pingyan¹,Sung Soo Hak²^ORCID

Affiliation:

1. Department of Mathematics, Jinan University, Guangzhou 510630, P. R. China

2. Department of Applied Mathematics, Pai Chai University, Daejeon 35345, South Korea

Abstract

We prove necessary and sufficient conditions for the convergence rates in the weak law of large numbers for weighted sums of independent and identically distributed (i.i.d.) random variables. This result is applied to simple linear error-in-variables regression models.

Funder

National Natural Science Foundation of China

National Research Foundation of Korea

Publisher

World Scientific Pub Co Pte Lt

Subject

Modeling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219493719500412

Reference13 articles.

1. Convergence rates in the law of large numbers

2. Panel data from time series of cross-sections

3. A Note on the Weak Law

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