Complete moment convergence for weighted sums of widely orthant dependent random variables and its application in nonparametric regression model
Filomat, Tome 36 (2022) no. 8, p. 2761
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In this paper, the complete moment convergence of weighted sums for widely orthant dependent (WOD, in short) random variables are established. The results obtained in the paper generalize and improve some known ones. As an application of the main results, we present a result on complete consistency for the weighted estimator in a nonparametric regression model based on WOD errors.
Classification :
60F15
Keywords: widely orthant dependent random variables, complete moment convergence, nonparametric regression model
Keywords: widely orthant dependent random variables, complete moment convergence, nonparametric regression model
Aonan Zhang; Yawen Yu; Yan Shen. Complete moment convergence for weighted sums of widely orthant dependent random variables and its application in nonparametric regression model. Filomat, Tome 36 (2022) no. 8, p. 2761 . doi: 10.2298/FIL2208761Z
@article{10_2298_FIL2208761Z,
author = {Aonan Zhang and Yawen Yu and Yan Shen},
title = {Complete moment convergence for weighted sums of widely orthant dependent random variables and its application in nonparametric regression model},
journal = {Filomat},
pages = {2761 },
year = {2022},
volume = {36},
number = {8},
doi = {10.2298/FIL2208761Z},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL2208761Z/}
}
TY - JOUR AU - Aonan Zhang AU - Yawen Yu AU - Yan Shen TI - Complete moment convergence for weighted sums of widely orthant dependent random variables and its application in nonparametric regression model JO - Filomat PY - 2022 SP - 2761 VL - 36 IS - 8 UR - http://geodesic.mathdoc.fr/articles/10.2298/FIL2208761Z/ DO - 10.2298/FIL2208761Z LA - en ID - 10_2298_FIL2208761Z ER -
%0 Journal Article %A Aonan Zhang %A Yawen Yu %A Yan Shen %T Complete moment convergence for weighted sums of widely orthant dependent random variables and its application in nonparametric regression model %J Filomat %D 2022 %P 2761 %V 36 %N 8 %U http://geodesic.mathdoc.fr/articles/10.2298/FIL2208761Z/ %R 10.2298/FIL2208761Z %G en %F 10_2298_FIL2208761Z
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