Moment inequalities for m-negatively associated random variables and their applications

DOI10.1007/S00362-015-0731-XzbMATH Open1387.60058OpenAlexW2495985019MaRDI QIDQ1685227FDOQ1685227

Authors: Aiting Shen, Yu Zhang, Benqiong Xiao, Andrei Volodin 

Publication date: 13 December 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0731-x

Recommendations

• Moment Inequalities for $m$-NOD Random Variables and Their Applications
• Complete q-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model^*
• Some exact limit theorems for negatively associated sequences
• Strong convergence properties for weighted sums of \(m\)-asymptotic negatively associated random variables and statistical applications
• Strong consistency of \(M\)-estimators in negatively associated linear models

zbMATH Keywords

nonlinear regression\(m\)-negatively associated random variablesmultiple linear regression modelsRosenthal-type inequalityMarcinkiewicz-Zygmund-type inequality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Strong limit theorems (60F15)

Cites Work

• Asymptotic Properties of Non-Linear Least Squares Estimators
• Negative association of random variables, with applications
• A note on the almost sure convergence of sums of negatively dependent random variables
• A comparison theorem on moment inequalities between negatively associated and independent random variables
• On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
• Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications
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• The rate of convergence for the least squares estimator in nonlinear regression model with dependent errors.
• Consistency for the least squares estimator in nonlinear regression model
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• An Asymptotic Expansion for the Distribution of the Least Squares Estimator of the Non-Linear Regression Parameter
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• On the strong convergence for weighted sums of random variables
• The Bahadur representation for sample quantiles under negatively associated sequence
• Complete convergence of weighted sums under negative dependence
• Complete convergence and complete moment convergence for a class of random variables
• The Consistency of Nonlinear Regressions
• On complete convergence for arrays of rowwise \(m\)-negatively associated random variables
• The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
• Strong convergence for weighted sums of negatively associated arrays
• Convergence systems and strong consistency of least squares estimates in regression models
• Weak laws of large numbers for arrays of dependent random variables
• Strong limit theorems for weighted sums of negatively associated random variables

Cited In (11)

• Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications
• Moment Inequalities for $m$-NOD Random Variables and Their Applications
• The consistency for the estimators of semiparametric regression model with dependent samples
• A Rosenthal-type inequality for some classes of dependent random variables and its applications
• Some convergence properties for the maximum of partial sums of \(m\)-negatively associated random variables
• Complete q-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model^*
• Title not available (Why is that?)
• Weak convergence for weighted sums of a class of random variables with related statistical applications
• Limit theorems for dependent random variables with infinite means
• On a Spitzer-type law of large numbers for partial sums of m-negatively associated random variables
• Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications

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