Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations
From MaRDI portal
Publication:2325318
DOI10.1016/j.jkss.2018.12.002zbMath1428.62170OpenAlexW2908900931WikidataQ128563849 ScholiaQ128563849MaRDI QIDQ2325318
Mengmei Xi, Yi Wu, Xue-jun Wang
Publication date: 25 September 2019
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2018.12.002
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15)
Related Items (11)
Strong convergence for weighted sums of END random variables under the sub-linear expectations ⋮ APPLICATION OF NONLINEAR DYNAMIC EXPECTATION AND STOCHASTIC DIFFERENTIAL EQUATION IN VALUATION AND FINANCING RISK MEASUREMENT OF TECHNOLOGY-BASED SMALL AND MEDIUM-SIZED ENTERPRISES ⋮ Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations ⋮ Complete and complete integral convergence for arrays of row wise widely negative dependent random variables under the sub-linear expectations ⋮ Capacity inequalities and strong laws for \(m\)-widely acceptable random variables under sub-linear expectations ⋮ Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations ⋮ Baum-Katz-type complete and complete moment convergence theorems for the maximum of partial sums under sub-linear expectations ⋮ Complete moment convergence and \(L_q\) convergence for AANA random variables under sub-linear expectations ⋮ A complete convergence theorem for weighted sums under the sub-linear expectations ⋮ On complete convergence for extended independent random variables under sub-linear expectations ⋮ Complete convergence and complete moment convergence for arrays of rowwise negatively dependent random variables under sub-linear expectations
Cites Work
- Unnamed Item
- Exponential probability inequalities for WNOD random variables and their applications
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
- Precise large deviations for dependent random variables with heavy tails
- Nonparametric function recovering from noisy observations
- Expected utility with purely subjective non-additive probabilities
- Consistent nonparametric multiple regression: the fixed design case
- Consistent nonparametric regression. Discussion
- Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
- Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
- A strong law of large numbers for capacities
- Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
- Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model
- Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
- Complete convergence for weighted sums of extended negatively dependent random variables
- The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
- Upper expectation parametric regression
- Complete convergences for arrays of row-wise PNQD random variables
This page was built for publication: Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations