Complete moment convergence for randomly weighted sums of END sequences and its applications. Issue 12 (18th June 2021)

• Record Type: Journal Article
• Authors: Xu, Xiu; Yan, Jigao
• Is Part Of: Communications in statistics. Volume 50:Issue 12(2021)
• Page Start: 2877
• Page End: 2899
• Publication Date: 2021-06-18
• Subjects: Extended negatively dependent -- complete moment convergence -- complete convergence -- Non parametric regression model; 60F15 -- 62G05; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2019.1678637
• Languages: English
• ISSNs: 0361-0926

Abstract

Abstract: In this article, some results on the complete moment convergence for maximal randomly weighted sums of extended negatively dependent (END) random variables are established. In some senses, the results obtained in this article extend the corresponding ones of in reference. As an application of the main results, we consider a result on complete consistency for the weighted estimator in a non parametric regression model based on END errors. We also give a simulation to verify the validity of the theoretical result.