  We obtain Marcinkiewicz-Zygmund strong laws of large numbers for weighted
sums of pairwise positively quadrant dependent random variables stochastically
dominated by a random variable $X \in \mathscr{L}_{p}$, $1 \leqslant p < 2$. We
use our results to establish the strong consistency of estimators which emerge
from regression models having pairwise positively quadrant dependent errors.
