Complete convergence for weighted sums of widely orthant-dependent random variables and its statistical application

被引：5

作者：

Lang, Junjun ^{[1
]}

He, Tianyun ^{[1
]}

Cheng, Lu ^{[1
]}

Lu, Chao ^{[1
]}

Wang, Xuejun ^{[1
]}

机构：

[1] Anhui Univ, Sch Math Sci, Hefei 230601, Peoples R China

来源：

REVISTA MATEMATICA COMPLUTENSE | 2021年 / 34卷 / 03期

基金：

中国国家自然科学基金;

关键词：

Complete convergence; Widely orthant-dependent random variables; Nonparametric regression model; Complete consistency; COMPLETE MOMENT CONVERGENCE;

D O I：

10.1007/s13163-020-00369-5

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we investigate the complete convergence for weighted sums of widely orthant-dependent (WOD, for short) random variables. Our results extend the corresponding ones of Chen and Sung (Stat Probab Lett 154, 2019) to a much more general type of complete convergence. As an application of our main results, we establish the complete consistency for the estimator in the nonparametric regression models and provide a simulation study to assess the finite sample performance of the theoretical results.

引用

页码：853 / 881

页数：29

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