Weighted version of strong law of large numbers for a class of random variables and its applications
From MaRDI portal
Publication:1616701
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
strong law of large numbersstrong consistencynonparametric regression modelRosenthal-type inequalitydouble index weightsimple linear errors-in-variables model
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Exponential probability inequalities for WNOD random variables and their applications
- Some limit behaviors for the LS estimator in simple linear EV regression models
- Complete consistency of estimators for regression models based on extended negatively dependent errors
- Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
- Complete convergence for weighted sums of \(\rho \ast \)-mixing random variables
- Precise large deviations for dependent random variables with heavy tails
- Panel data from time series of cross-sections
- Weak and universal consistency of moving weighted averages
- Nonparametric function recovering from noisy observations
- Consistent nonparametric multiple regression: the fixed design case
- Consistent regression estimation with fixed design points under dependence conditions
- Fixed design regression for time series: Asymptotic normality
- On the spectral density and asymptotic normality of weakly dependent random fields
- Consistent nonparametric regression. Discussion
- Asymptotic properties for LS estimators in EV regression model with dependent errors
- Consistency of LS estimator in simple linear EV regression models
- Negative association of random variables, with applications
- Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
- Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models
- Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
- On Strong Mixing Conditions for Stationary Gaussian Processes
- Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
- Some Concepts of Dependence
- Fixed-design regression for linear time series
- Fixed-design regression for linear time series
This page was built for publication: Weighted version of strong law of large numbers for a class of random variables and its applications