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

DOI10.1007/S00362-015-0731-XMaRDI QIDQ1685227zbMATH OpenOpenAlexFDO

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

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)

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• Complete convergence of weighted sums under negative dependence
• Consistency for the least squares estimator in nonlinear regression model
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• Strong limit theorems for weighted sums of negatively associated random variables
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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^*
• 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
• On a Spitzer-type law of large numbers for partial sums of independent and identically distributed random variables under sub-linear expectations

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