Strong approximations for dependent competing risks with independent censoring
Aalen-Johansen estimator, Dependent competing risks, Rate of convergence, Right-censoring, Strong approximation, 62G20, 62G05, 60F15, 60F17, 62G30,
Ségolen Geffray
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, 1995 Primary 60G40, 60G70; secondary 60F05, 60F15, 60G55, 90B50.A Fulbright Grant and National Science Foundation Grant DMS 92 ...
Kertz, Robert P., Boshuizen, Frans A.
core
Integrals of random fuzzy sets
Random fuzzy sets, integrably bounded random fuzzy sets, Aumann-integral, Pettis-integral, Bochner-integral, dominated convergence theorems, strong law of large numbers, central limit theorems, Primary 60D05, Secondary 60F15,
Volker Krätschmer
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Complete convergence for weighted sums of m-widely acceptable random variables under sub-linear expectations [PDF]
Mathematics subject classification (2020): 60F15.In this paper, under the assumption of the existence of Choquet integrals, the complete convergence properties for weighted sums of m-widely acceptable random variables in sub-linear expectation space are ...
Hu, K, Yu, K, Hu, X, Pan, S
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Information Advantages in Hiring under a Budget Constraint: Weak Convergence Comparisons
, 1995 AMS 1991 subject classifications. Primary 60G40, 60G70; secondary 60F05, 60F15, 60G35, 90B50.A Fulbright Grant and National Science Foundation Grant DMS 92 ...
Kertz, Robert P., Boshuizen, Frans A.
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A REMARK ON BAUM-KATZ TYPE THEOREM FOR ϕ-MIXING SEQUENCES OF RANDOM VARIABLES
, 2015 . We present a generalization of the Baum-Katz theorem for ϕ-mixing sequences of random variables with different distributions satisfying some cover condition. AMS Mathematics Subject Classication (2010): 60F15 Key words and phrases: Complete convergence,
Marcin Przystalski
core
Behavior of the empirical Wasserstein distance in R^d under moment conditions
, 2018 We establish some deviation inequalities, moment bounds and almost sure results for the Wasserstein distance of order p ∈ [1, ∞) between the empirical measure of independent and identically distributed R d-valued random variables and the common ...
Dedecker, Jérôme, Merlevède, Florence
core
Strong Consistency of the Conditional Least Squares Estimator for a Nonstationary Process. Example of the Garch Model [PDF]
, 2009 2000 Mathematics Subject Classification: Primary: 62M10, 62J02, 62F12, 62M05, 62P05, 62P10; secondary: 60G46, 60F15.We consider the Conditional Least Squares Estimator (CLSE) of a unknown parameter θ0 ∈ Rp of the conditional expectation of a real ...
Jacob, Christine
core
The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation. [PDF]
Entropy (Basel), 2021 Liu W, Zhang Y.
europepmc +1 more source
The Generalized Entropy Ergodic Theorem for Nonhomogeneous Bifurcating Markov Chains Indexed by a Binary Tree. [PDF]
J Theor Probab, 2022 Shi Z, Wang Z, Zhong P, Fan Y.
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