• Title/Summary/Keyword: asymptotically almost negatively associated

Search Result 12, Processing Time 0.016 seconds

COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF AANA RANDOM VARIABLES AND ITS APPLICATION IN NONPARAMETRIC REGRESSION MODELS

  • Shen, Aiting;Zhang, Yajing
    • Journal of the Korean Mathematical Society
    • /
    • v.58 no.2
    • /
    • pp.327-349
    • /
    • 2021
  • In this paper, we main study the strong law of large numbers and complete convergence for weighted sums of asymptotically almost negatively associated (AANA, in short) random variables, by using the Marcinkiewicz-Zygmund type moment inequality and Roenthal type moment inequality for AANA random variables. As an application, the complete consistency for the weighted linear estimator of nonparametric regression models based on AANA errors is obtained. Finally, some numerical simulations are carried out to verify the validity of our theoretical result.

ON THE COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES UNDER CONDITION OF WEIGHTED INTEGRABILITY

  • Baek, Jong-Il;Ko, Mi-Hwa;Kim, Tae-Sung
    • Journal of the Korean Mathematical Society
    • /
    • v.45 no.4
    • /
    • pp.1101-1111
    • /
    • 2008
  • Under the condition of h-integrability and appropriate conditions on the array of weights, we establish complete convergence and strong law of large numbers for weighted sums of an array of dependent random variables.