Exponential probability inequality for m-END random variables and its applications

被引：0

作者：

Wang, Xuejun ^{[1
]}

Wu, Yi ^{[1
]}

Hu, Shuhe ^{[1
]}

机构：

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

来源：

METRIKA | 2016年 / 79卷 / 02期

基金：

中国国家自然科学基金;

关键词：

m-extended negatively dependent random variables; Complete convergence; Kolmogorov exponential inequality; Complete consistency; DEPENDENT RANDOM-VARIABLES; NONPARAMETRIC MULTIPLE-REGRESSION; PRECISE LARGE DEVIATIONS; FIXED-DESIGN REGRESSION; COMPLETE CONVERGENCE; ARRAYS; SUMS;

D O I：

10.1007/s00184-015-0547-7

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：

The concept of m-extended negatively dependent (m-END, in short) random variables is introduced and the Kolmogorov exponential inequality for m-END random variables is established. As applications of the Kolmogorov exponential inequality, we further investigate the complete convergence for arrays of rowwise m-END random variables and the complete consistency for the estimator of nonparametric regression models based on m-END errors. Our results generalize and improve some known ones for independent random variables and dependent random variables.

引用

页码：127 / 147

页数：21

共 31 条

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