We establish some results on the complete moment convergence for weighted sums of widely orthant-dependent (WOD) random variables, which improve and extend the corresponding results of Y. F. Wu, M.… Click to show full abstract
We establish some results on the complete moment convergence for weighted sums of widely orthant-dependent (WOD) random variables, which improve and extend the corresponding results of Y. F. Wu, M. G. Zhai, and J. Y. Peng [J. Math. Inequal., 2019, 13(1): 251–260]. As an application of the main results, we investigate the complete consistency for the estimator in a nonparametric regression model based on WOD errors and provide some simulations to verify our theoretical results.
Keywords:
widely orthant;
weighted sums;
convergence weighted;
complete moment;
moment convergence;
sums widely
Journal Title: Frontiers of Mathematics in China
Year Published: 2021
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Journal Title: Frontiers of Mathematics in China
Year Published: 2021
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!