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Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications

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In this paper, we present the $$L_p$$Lp convergence for partial sums $$S_n=\sum _{k=1}^nX_k$$Sn=∑k=1nXk under the Cesàro uniform integrability condition and the complete convergence for the maximum of $$S_n$$Sn for sequences… Click to show full abstract

In this paper, we present the $$L_p$$Lp convergence for partial sums $$S_n=\sum _{k=1}^nX_k$$Sn=∑k=1nXk under the Cesàro uniform integrability condition and the complete convergence for the maximum of $$S_n$$Sn for sequences of widely orthant dependent random variables $$\{X_n,n\ge 1\}.$${Xn,n≥1}. Some of the results extend the corresponding ones in reference. As applications, we get the complete consistency and the strong consistency for the estimator in a nonparametric regression model.

Keywords: orthant dependent; random variables; widely orthant; dependent random; partial sums; convergence

Journal Title: Statistical Papers
Year Published: 2018

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