Weighted sums of strongly mixing random variables with an application to nonparametric regression

被引：11

作者：

Le Van Thanh ^{[1
]}

Yin, G. ^{[2
]}

机构：

[1] Vinh Univ, Dept Math, Nghe An 42118, Vietnam

[2] Wayne State Univ, Dept Math, Detroit, MI 48202 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2015年 / 105卷

基金：

美国国家科学基金会;

关键词：

Complete convergence; Strongly mixing process; Limit theorem; Weighted sum; Nonparametric regression; COMPLETE CONVERGENCE; RATES; LAW;

D O I：

10.1016/j.spl.2015.05.022

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：

This note establishes complete convergence for weighted sums of strongly mixing random variables. The result obtained is sharp. If the condition is relaxed slightly, the desired complete convergence does not hold, which is illustrated by two examples. An application of the main result to nonparametric regression is also considered. (C) 2015 Published by Elsevier B.V.

引用

页码：195 / 202

页数：8

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