Almost Sure Convergence of Randomly Weighted Sums with Application to the Efrom Bootstrap

  • Published : 1999.08.01

Abstract

Let {$X_{nj}$, 1$\leq$j$\leq$n,j$\geq$1} be a triangular array of random variables which are neither independent nor identically distributed. The almost sure convergences of randomly weighted partial sums of the form $$\sum_n^{j=1}$$ $W_{nj}$$X_{nj} are studied where {Wnj 1$\leq$j$\leq$n, j$\geq$1} is a triangular array of random weights. Application regarding the Efron bootstrap is also introduced.

Keywords

References

  1. Stochastic Analysis and Application v.5 On the strong law of large numbers for normed weighted sums of i.i.d. random variables Adler, A;Rosalsky, A
  2. Statistics and Probability Letters v.27 On the unconditional strong law of large numbers for the bootstrap mean Arenal-Gutierrez, E.;Matran, C.;Cuesta-Albertos, J.A.
  3. Statistics and Probability Letters v.1 Strong Law for the bootstrap Athreya, K.B.
  4. Theory of Probability and Its Applications v.31 The contraction principle and the strong law of large numbers for weighted sums Buldygin, V.V.;Solntsev, S.A.
  5. Annals of Mathematical Statistics v.37 Some convergence theorems for independent random variables Chow, Y.S.
  6. Annals of Probability v.1 Limiting behavior of weighted sums of independent random variables Chow, Y.S.;Lai, T.L.
  7. Statistics and Probability Letters v.19 On the law of large numbers for the bootstrap mean Csorgo, S.
  8. Journal of theoretical Probability v.8 A strong law for weighted sums of random variables Cuzik, J.
  9. Zeitschrift fur Wahrsch einlichkeitstheorie und verwante Gebiete v.55 An elementary proof of the strong law of large numbers Etemadi, N.
  10. Proceedings of Camridge Philosophy Society v.69 Convergence of weighted sums of independent random variables Rohatgi, V.K.
  11. Annals of Mathematical Statistics v.39 Some results of the complete and almost sure convergence of linear combinations of independent random variables and martingale differences Stout, W.F.
  12. Journal of Japan Statistics Society v.20 On the uniform integrability and almost sure convergence of weighted sums Yu, K.F.