نتایج جستجو برای: Linearly Positive Quadrant Dependence

تعداد نتایج: 844234  

In this paper, the concepts of positive dependence and linearlypositive quadrant dependence are introduced for fuzzy random variables. Also,an inequality is obtained for partial sums of linearly positive quadrant depen-dent fuzzy random variables. Moreover, a weak law of large numbers is estab-lished for linearly positive quadrant dependent fuzzy random variables. Weextend some well known inequ...

Journal: :The American Statistician 2019

Journal: :Journal of Financial Econometrics 2004

2014
Chang-Ho Han Hee-Jin Moon Yong-Kab Choi Y. K. CHOI

In this paper we establish limsup results and a generalized uniform law of the iterated logarithm (LIL) for the increments of partial sums of strictly stationary and linearly positive quadrant dependent (LPQD) or linearly negative quadrant dependent (LNQD) random sequences.

2013
Hee-Jin Moon Chang-Ho Han Yong-Kab Choi

In this paper we establish path properties and a generalized uniform law of the iterated logarithm (LIL) for strictly stationary and linearly positive quadrant dependent (LPQD) or linearly negative quadrant dependent (LNQD) random fields taking values in l∞-space.

Journal: :Pakistan Journal of Statistics and Operation Research 2014

2012
Yong-Kab Choi Kyo-Shin Hwang Hee-Jin Moon

In this paper we establish some limsup results and a generalized uniform law of the iterated logarithm (LIL) for the increments of partial sums of a strictly stationary and linearly positive quadrant dependent (LPQD) sequence of random variables.

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