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Journal Articles Statistics and Probability Letters Year : 2022

The Marcinkiewicz–Zygmund law of large numbers for exchangeable arrays

Abstract

We show a Marcinkiewicz-Zygmund law of large numbers for jointly, dissociated exchangeable arrays, in L r (r ∈ (0, 2)) and almost surely. Then, we obtain a law of iterated logarithm for such arrays under a weaker moment condition than the existing one.
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Dates and versions

hal-04430986 , version 1 (01-02-2024)

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Laurent Davezies, Xavier D’haultfœuille, Yannick Guyonvarch. The Marcinkiewicz–Zygmund law of large numbers for exchangeable arrays. Statistics and Probability Letters, 2022, 188, pp.109536. ⟨10.1016/j.spl.2022.109536⟩. ⟨hal-04430986⟩
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