L r convergence for arrays of rowwise m -extended negatively dependent random variables

DOI10.1080/03610926.2023.2263600MaRDI QIDQ6597450zbMATH OpenFDO

Authors Zijian Wang, Yi Wu, Yue Du, Xuejun Wang

Publication date 3 September 2024

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2023.2263600

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Cites work

• Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands
• Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
• Complete convergence and complete moment convergence for extended negatively dependent random variables
• Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables
• Complete convergence for Sung's type weighted sums of END random variables
• Complete convergence for weighted sums of END random variables and its application to nonparametric regression models
• Complete convergence theorems for extended negatively dependent random variables
• Convergence properties of partial sums for arrays of rowwise negatively orthant dependent random variables
• Convergence properties of the partial sums for sequences of end random variables
• Exponential probability inequality for \(m\)-END random variables and its applications
• Moment Inequalities for m-NOD Random Variables and Their Applications
• Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
• Negative association of random variables, with applications
• On asymptotic approximation of inverse moments for a class of nonnegative random variables
• On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables
• On the complete convergence for arrays of rowwise extended negatively dependent random variables
• Precise large deviations for dependent random variables with heavy tails
• Precise large deviations of random sums in presence of negative dependence and consistent variation
• Probability inequalities for END sequence and their applications
• Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations
• The strong law of large numbers for extended negatively dependent random variables
• The von Bahr-Esseen moment inequality for pairwise independent random variables and applications
• Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications

Cited in

(2)

• Strong consistency of least squares estimators in simple linear EV regression models under m -END setting
• Some consistency results of LS estimators in simple linear errors-in-variables regression models

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