Marcinkiewicz strong laws for linear statistics
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Strong laws are established for linear statistics that are weighted sums of a random sample. We show extensions of the Marcinkiewicz-Zygmund strong law under certain moment conditions on both the weights and the distribution. These complement the results of Cuzick (1995, J. Theoret. Probab. 8, 625-641) and Bai et al. (1997, Statist. Sinica, 923-928).
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