Complete q-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model*. Issue 2 (3rd April 2023)

• Record Type: Journal Article
• Authors: Jiang, Fen; Wang, Miaomiao; Wang, Xuejun
• Is Part Of: Stochastic models. Volume 39:Issue 2(2023)
• Page Start: 448
• Page End: 468
• Publication Date: 2023-04-03
• Subjects: m-negatively associated random variables -- complete convergence -- complete q-th moment convergence -- errors-in-variables model; 60F15 -- 62G20; Stochastic processes -- Periodicals; Probabilities -- Periodicals; 519.2
• DOI: 10.1080/15326349.2022.2112604
• Languages: English
• ISSNs: 1532-6349

Abstract

Abstract: In this article, we prove the complete q -th moment convergence for the maximum of partial sums of m -negatively associated random variables { X n, n ≥ 1 } under some general conditions. The results obtained in this article are extensions of previous studies for m -negatively associated random variables. In addition, we investigate the strong consistency of the least squares estimator in the simple linear errors-in-variables model based on m -negatively associated random variables, and provide some simulations to assess the finite sample performance of the theoretical results.