COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE NEGATIVELY ASSOCIATED RANDOM VARIABLES AND ITS APPLICATION IN NON-PARAMETRIC REGRESSION MODEL. Issue 1 (16th January 2017)

• Record Type: Journal Article
• Authors: Wu, Yi; Wang, Xuejun; Sung, Soo Hak
• Is Part Of: Probability in the engineering and informational sciences. Volume 32:Issue 1(2018)
• Page Start: 37
• Page End: 57
• Publication Date: 2017-01-16
• Subjects: complete consistency, -- complete convergence, -- complete moment convergence, -- negatively associated random variables, -- non-parametric regression model; Probabilities -- Periodicals; Engineering -- Statistical methods -- Periodicals; Information science -- Statistical methods -- Periodicals; 519.202462
• DOI: 10.1017/S026996481600053X
• Languages: English
• ISSNs: 0269-9648

Abstract

Abstract : In this paper, some results on the complete moment convergence for arrays of rowwise negatively associated (NA, for short) random variables are established. The results obtained in this paper correct the corresponding one obtained in Ko [13] and also improve and generalize the corresponding ones of Kuczmaszewska [14] and Ko [13]. As an application of the main results, we present a result on complete consistency for the estimator in a non-parametric regression model based on NA errors. Finally, we provide a numerical simulation to verify the validity of our result.