Research output: Contribution to journal › Article › peer-review
On the Strong Law of Large Numbers for Linear Combinations of Concomitants. / Dudkina, O. I.; Gribkova, N. V.
In: Vestnik St. Petersburg University: Mathematics, Vol. 53, No. 3, 01.07.2020, p. 282-286.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - On the Strong Law of Large Numbers for Linear Combinations of Concomitants
AU - Dudkina, O. I.
AU - Gribkova, N. V.
N1 - Funding Information: The authors are grateful to two anonymous reviewers for the attention they gave the paper and a number of useful and constructive remarks. Publisher Copyright: © 2020, Pleiades Publishing, Ltd. Copyright: Copyright 2020 Elsevier B.V., All rights reserved.
PY - 2020/7/1
Y1 - 2020/7/1
N2 - The article proves a theorem on the strong law of large numbers for linear functions of concomitants (induced order statistics) for sequences of independent identically distributed two-dimensional random vectors. The result complements previous work by Yang (1981), Gribkova and Zitikis (2017, 2019). The proof is based on the conditional independence property of concomitants Bhattacharya (1974), the strong law of large numbers for functions of order statistics by van Zwet (1980) is used, classical inequalities apply, including Rosenthal’s (1970).
AB - The article proves a theorem on the strong law of large numbers for linear functions of concomitants (induced order statistics) for sequences of independent identically distributed two-dimensional random vectors. The result complements previous work by Yang (1981), Gribkova and Zitikis (2017, 2019). The proof is based on the conditional independence property of concomitants Bhattacharya (1974), the strong law of large numbers for functions of order statistics by van Zwet (1980) is used, classical inequalities apply, including Rosenthal’s (1970).
KW - concomitants
KW - induced order statistics
KW - linear combinations
KW - strong law of large numbers
KW - concomitants
KW - induced order statistics
KW - linear combinations
KW - strong law of large numbers
KW - ORDER-STATISTICS
UR - http://www.scopus.com/inward/record.url?scp=85090046305&partnerID=8YFLogxK
UR - https://www.mendeley.com/catalogue/9fe24023-4a35-3d47-841e-67601a1cc835/
U2 - 10.1134/S1063454120030061
DO - 10.1134/S1063454120030061
M3 - статья
AN - SCOPUS:85090046305
VL - 53
SP - 282
EP - 286
JO - Vestnik St. Petersburg University: Mathematics
JF - Vestnik St. Petersburg University: Mathematics
SN - 1063-4541
IS - 3
ER -
ID: 69947040