Complete convergence for weighted sums of WNOD random variables and its applications

被引：4
|
作者：
Ning, Mingming [1 ]
Wu, Caoqing [1 ]
Shen, Aiting [1 ]
机构：
[1] Anhui Univ, Sch Math Sci, Hefei, Anhui, Peoples R China
来源：
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES | 2020年 / 92卷 / 01期
基金：
中国国家自然科学基金;
关键词：
Widely negative orthant dependent random variables; complete convergence; nonparametric regression model; complete consistency; DEPENDENT RANDOM-VARIABLES; REGRESSION;
D O I：
10.1080/17442508.2019.1595623
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we mainly studied the complete convergence for weighted sums of widely negative orthant dependent (WNOD, in short) random variables. Some sufficient conditions to prove the complete convergence are provided. As an application, the complete consistency for the weighted estimator of nonparametric regression model is established, and the simulation study is provided to evaluate the finite sample performance of the consistency for the nearest neighbour weight function estimator.
引用
收藏
页码：24 / 45
页数：22
相关论文
共 50 条
  • [11] On the complete convergence for weighted sums of a class of random variables
    Zhao, Jinghuan
    Sun, Yan
    Miao, Yu
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2016,
  • [12] On the Complete Convergence of Weighted Sums for Dependent Random Variables
    Fakoor, V.
    Azarnoosh, H. A.
    JIRSS-JOURNAL OF THE IRANIAN STATISTICAL SOCIETY, 2005, 4 (01): : 57 - 64
  • [13] Complete Convergence for Weighted Sums of WOD Random Variables
    ZHANG Ying
    ZHANG Yu
    SHEN Ai-ting
    Chinese Quarterly Journal of Mathematics, 2016, (01) : 1 - 8
  • [14] On Complete Convergence for Weighted Sums of φ-Mixing Random Variables
    Wang Xuejun
    Hu Shuhe
    Yang Wenzhi
    Shen Yan
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2010,
  • [15] On Complete Convergence for Weighted Sums of ρ*-Mixing Random Variables
    Shen, Aiting
    Wang, Xinghui
    Zhu, Huayan
    ABSTRACT AND APPLIED ANALYSIS, 2013,
  • [16] Complete Convergence for Weighted Sums of WOD Random Variables
    ZHANG Ying
    ZHANG Yu
    SHEN Ai-ting
    数学季刊(英文版), 2016, 31 (01) : 1 - 8
  • [17] Complete Convergence for Weighted Sums of a Class of Random Variables
    Deng, Xin
    Ge, Meimei
    Wang, Xuejun
    Liu, Yanfang
    Zhou, Yu
    FILOMAT, 2014, 28 (03) : 509 - 522
  • [18] On the complete convergence for weighted sums of a class of random variables
    Jinghuan Zhao
    Yan Sun
    Yu Miao
    Journal of Inequalities and Applications, 2016
  • [19] Complete moment convergence and complete convergence for weighted sums of NSD random variables
    Xin Deng
    Xuejun Wang
    Yi Wu
    Yang Ding
    Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A. Matemáticas, 2016, 110 : 97 - 120
  • [20] On complete convergence and complete moment convergence for weighted sums of ρ*-mixing random variables
    Chen, Pingyan
    Sung, Soo Hak
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2018,
12345