On the Baum-Katz theorem for randomly weighted sums of negatively associated random variables with general normalizing sequences and applications in some random design regression models

DOI10.1007/S00362-023-01483-4MaRDI QIDQ6579405zbMATH OpenFDO

Authors Son Ta Cong, Cuong Tran Manh, Hang Bui Khanh, Dung Le Van

Publication date 25 July 2024

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00362-023-01483-4

zbMATH Keywords

complete convergencenon parametric regression model with random designrandomly weighted sumsimple linear regression model with random design

Mathematics Subject Classification ID

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

Cites work

• A comparison theorem on moment inequalities between negatively associated and independent random variables
• A general result on complete convergence for weighted sums of linear processes and its statistical applications
• Complete Convergence and the Law of Large Numbers
• Complete moment and integral convergence for sums of negatively associated random variables
• Complete moment convergence for m-ANA random variables and statistical applications
• Complete moment convergence for double-indexed randomly weighted sums and its applications
• Convergence Rates in the Law of Large Numbers
• Equivalent conditions of complete moment and integral convergence for a class of dependent random variables
• Fixed-design regression for linear time series
• Fixed-design semiparametric regression for linear time series
• scientific article; zbMATH DE number 3738722 (Why is no real title available?)
• scientific article; zbMATH DE number 43570 (Why is no real title available?)
• Negative association of random variables, with applications
• On the strong convergence for weighted sums of negatively associated random variables
• On the strong convergence for weighted sums of random variables
• On the strong law of large numbers
• On the strong law of large numbers for weighted sums of random variables
• Probability: a graduate course
• Strong laws for randomly weighted sums of random variables and applications in the bootstrap and random design regression
• The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences

Cited in

(6)

• Mean convergence for the maximum of weighted sums of negatively associated random variables under Gut's condition
• A note on complete convergence for m-NOD random variables
• Strong law for randomly weighted sums of WOD random variables and application to nonparametric regression models
• Complete convergence with regularly varying moments and norming constants
• Equivalent conditions of complete moment convergence for randomly weighted sums of random variables and some applications with random design
• Complete moment convergence for pairwise i.i.d. random variables with regularly varying moments

This page was built for publication: On the Baum-Katz theorem for randomly weighted sums of negatively associated random variables with general normalizing sequences and applications in some random design regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6579405)