Strong Convergence Properties for Weighted Sums of Extended Negatively Dependent Random Variables Under Sub-linear Expectations with Statistical Applications

In this paper, we establish the complete f -moment convergence and the Marcinkiewicz-Zygmund type strong law of large numbers for weighted sums of extended negatively dependent (END, for short) random variables under sub-linear expectations, which extend and improve corresponding ones in sub-linear...

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Veröffentlicht in:Methodology and computing in applied probability 2024-09, Vol.26 (3), p.29, Article 29
Hauptverfasser: Li, Liangxue, Zheng, Xiaoqian, Huang, Haiwu, Wang, Xuejun
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Sprache:eng
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Zusammenfassung:In this paper, we establish the complete f -moment convergence and the Marcinkiewicz-Zygmund type strong law of large numbers for weighted sums of extended negatively dependent (END, for short) random variables under sub-linear expectations, which extend and improve corresponding ones in sub-linear expectation space. As applications of the main results, the complete consistency and strong consistency of weighted estimators in nonparametric regression models under sub-linear expectations are also obtained.
ISSN:1387-5841
1573-7713
DOI:10.1007/s11009-024-10092-z