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 |
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Hauptverfasser: | , , , |
Format: | Artikel |
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. |
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ISSN: | 1387-5841 1573-7713 |
DOI: | 10.1007/s11009-024-10092-z |