Weighted version of strong law of large numbers for a class of random variables and its applications

DOI10.1007/S11749-017-0550-6zbMath1402.60037OpenAlexW2750129011MaRDI QIDQ1616701

Shuhe Hu, Yi Wu, Lianqiang Yang, Xue-jun Wang

Publication date: 7 November 2018

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-017-0550-6

zbMATH Keywords

strong law of large numbersstrong consistencynonparametric regression modelRosenthal-type inequalitydouble index weightsimple linear errors-in-variables model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Strong limit theorems (60F15)

Related Items (14)

Probability inequalities for sums of NSD random variables and applications ⋮ Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application ⋮ Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications ⋮ The Hsu-Robbins-Erdös theorem for the maximum partial sums of quadruplewise independent random variables ⋮ Weak convergence for weighted sums of a class of random variables with related statistical applications ⋮ Sharp sufficient conditions for mean convergence of the maximal partial sums of dependent random variables with general norming sequences ⋮ Complete f -moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models ⋮ Complete and complete moment convergence with applications to the EV regression models ⋮ A Marcinkiewicz-Zygmund type strong law for weighted sums of \(\phi \)-mixing random variables and its applications ⋮ Strong and weak consistency of least squares estimators in simple linear EV regression models ⋮ Complete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression models ⋮ Strong laws for weighted sums of random variables satisfying generalized Rosenthal type inequalities ⋮ Strong laws for weighted sums of \(\rho ^*\)-mixing random variables under general, moment conditions ⋮ Strong consistency of LS estimators in simple linear EV regression models with WOD errors

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