Articles with "moment convergence" as a keyword



Complete moment convergence for weighted sums of widely orthant-dependent random variables and its application in nonparametric regression models

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Published in 2021 at "Frontiers of Mathematics in China"

DOI: 10.1007/s11464-021-0915-8

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.… read more here.

Keywords: widely orthant; weighted sums; convergence weighted; complete moment ... See more keywords

Complete moment convergence for partial sums of arrays of rowwise negatively superadditive dependent random variables

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Published in 2019 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2018.1554136

Abstract: Abstract In this paper, the complete moment convergence for arrays of rowwise negatively superadditive dependent (NSD, for short) random variables is established. As applications, the complete convergence and the Marcinkiewicz-Zygmund type strong law of large… read more here.

Keywords: arrays rowwise; complete moment; random variables; moment convergence ... See more keywords

Complete convergence and complete moment convergence for maximal randomly weighted sums of widely orthant-dependent random variables with applications

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Published in 2019 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2019.1640879

Abstract: Abstract In this paper, the complete convergence and the complete moment convergence for maximal randomly weighted sums of widely orthant-dependent (WOD, in short) random variables are investigated. By using the main results, we further consider… read more here.

Keywords: complete convergence; complete moment; convergence maximal; convergence complete ... See more keywords

Complete moment convergence for the widely orthant dependent linear processes with random coefficients

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Published in 2020 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2020.1756328

Abstract: Abstract The main purpose of this paper is to obtain the complete moment convergence for widely orthant dependent linear processes with random coefficients in form where is a sequence of stochastically dominated WOD random variables… read more here.

Keywords: complete moment; orthant dependent; dependent linear; moment convergence ... See more keywords

Complete moment convergence of moving-average processes under END assumptions

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Published in 2020 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2020.1767138

Abstract: Abstract Let be a doubly infinite sequence of identically distributed and extended negatively dependent random variables with zero means and finite variance and be an absolutely summable sequence of real numbers. In this paper, we… read more here.

Keywords: complete moment; moment convergence; moving average; convergence moving ... See more keywords

Complete moment convergence of weighted sums for asymptotically negatively associated random variables

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Published in 2024 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2024.2417816

Abstract: Abstract. In this study, the authors consider the complete moment convergence for weighted sums of asymptotically negatively associated (ANA) random variables without making any assumptions of the distributions. Some equivalent conditions of the complete moment… read more here.

Keywords: random variables; convergence weighted; moment convergence; complete moment ... See more keywords

Complete and complete moment convergence for negatively associated random variables under exponential moment conditions

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Published in 2024 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2024.2430738

Abstract: Abstract This article is concerned with the complete convergence and complete moment convergence for negatively associated random variables under exponential moment conditions. Our main results presented can be seen as the extensions of the results… read more here.

Keywords: negatively associated; convergence negatively; moment convergence; moment ... See more keywords

Equivalent conditions of complete moment convergence for extended negatively dependent random variables

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Published in 2017 at "Journal of Inequalities and Applications"

DOI: 10.1186/s13660-017-1403-2

Abstract: In this paper, we study the equivalent conditions of complete moment convergence for sequences of identically distributed extended negatively dependent random variables. As a result, we extend and generalize some results of complete moment convergence… read more here.

Keywords: extended negatively; negatively dependent; complete moment; moment convergence ... See more keywords

Complete moment convergence of CWOD sequences and moving average processes based on CWOD in Hilbert spaces

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Published in 2024 at "Filomat"

DOI: 10.2298/fil2429373c

Abstract: In this paper, the concept of coordinatewise widely orthant dependent (CWOD) random vectors is introduced. Some results on complete moment convergence of CWOD sequence and the convergence properties of moving average processes based on CWOD… read more here.

Keywords: average processes; moving average; moment convergence; complete moment ... See more keywords

Complete convergence and complete q-th moment convergence for weighted sums of random vectors in Hilbert spaces

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Published in 2025 at "Filomat"

DOI: 10.2298/fil2503777h

Abstract: We investigate the complete convergence and complete q-th moment convergence for weighted sums of coordinatewise negatively associated random vectors taking values in a real separable Hilbert space without assumption of identical distribution. The results obtained… read more here.

Keywords: convergence weighted; moment convergence; complete moment; complete convergence ... See more keywords

Complete convergence and complete moment convergence for arrays of rowwise widely orthant dependent random variables and an application

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Published in 2019 at "Journal of Mathematical Inequalities"

DOI: 10.7153/jmi-2019-13-02

Abstract: Some general results on complete convergence and complete moment convergence for arrays of rowwise widely orthant dependent random variables is established. As an application, the complete consistency for the estimators in non-parametric model is established. read more here.

Keywords: complete convergence; convergence complete; convergence; complete moment ... See more keywords