Complete f-moment convergence for a class of random variables with related statistical applications

被引：0
|
作者：
Li, Liangxue [1 ]
Wang, Xuejun [1 ,2 ]
Yi, Chen [1 ]
机构：
[1] Anhui Univ, Sch Big Data & Stat, Hefei, Peoples R China
[2] Anhui Univ, Sch Big Data & Stat, Hefei 230601, Peoples R China
来源：
STOCHASTIC MODELS | 2024年 / 40卷 / 02期
关键词：
Complete consistency; complete f-moment convergence; nonparametric regression models; Rosenthal-type maximal inequality; WEIGHTED SUMS; INEQUALITIES;
D O I：
10.1080/15326349.2023.2253278
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this article, we establish the complete f-moment convergence for a class of random variables satisfying a Rosenthal-type maximal inequality and a weak mean dominating condition with a mean dominating variable. As corollaries, the complete moment convergence and complete convergence for a class of random variables are also obtained. In addition, an application of main results to nonparametric regression models is provided. Finally, we provide a numerical simulation to verify the validity of our theoretical results based on finite samples.
引用
收藏
页码：375 / 398
页数：24
相关论文
共 50 条
  • [1] Complete f-moment convergence for m-asymptotic negatively associated random variables and related statistical applications
    Wang, Xuejun
    Chen, Xi
    Hu, Tien-Chung
    Volodin, Andrei
    JOURNAL OF NONPARAMETRIC STATISTICS, 2024, 36 (04) : 911 - 939
  • [2] Complete f-moment convergence for sums of asymptotically almost negatively associated random variables with statistical applications
    Zhou, Houlin
    Lu, Chao
    Wang, Xuejun
    STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2024, 96 (03) : 1282 - 1306
  • [3] Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications
    Wang, Miaomiao
    Wang, Min
    Wang, Xuejun
    Zhang, Fei
    STOCHASTIC MODELS, 2023, 39 (03) : 632 - 661
  • [4] Complete and Complete f-Moment Convergence for Arrays of Rowwise END Random Variables and Some Applications
    Zhou, Jin Yu
    Yan, Ji Gao
    Du, Fei
    SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY, 2022, 85 (2): : 1307 - 1330
  • [5] Complete and Complete f-Moment Convergence for Arrays of Rowwise END Random Variables and Some Applications
    Zhou, Jin Yu
    Yan, Ji Gao
    Du, Fei
    SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY, 2023, 85 (02): : 1307 - 1330
  • [6] COMPLETE F-MOMENT CONVERGENCE FOR WEIGHTED SUMS OF WOD ARRAYS WITH STATISTICAL
    Chen, Xi
    Tao, Xinran
    Wang, Xuejun
    KYBERNETIKA, 2023, 59 (01) : 1 - 27
  • [7] Complete f-moment Convergence for Widely Orthant Dependent Random Variables and Its Application in Nonparametric Models
    Lu, Chao
    Chen, Zhuang
    Wang, Xue Jun
    ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2019, 35 (12) : 1917 - 1936
  • [8] Complete f-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications
    Wang, Miaomiao
    Zheng, Shunping
    Chen, Xi
    Wang, Xuejun
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2024, 439
  • [9] COMPLETE f-MOMENT CONVERGENCE FOR EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES UNDER SUB-LINEAR EXPECTATIONS
    Lu, Chao
    Wang, Rui
    Wang, Xuejun
    Wu, Yi
    JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, 2020, 57 (06) : 1485 - 1508
  • [10] Complete f-moment Convergence for Widely Orthant Dependent Random Variables and Its Application in Nonparametric Models
    Chao LU
    Zhuang CHEN
    Xue Jun WANG
    Acta Mathematica Sinica,English Series, 2019, (12) : 1917 - 1936
12345