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
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