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Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications
Statistical Papers ( IF 1.2 ) Pub Date : 2018-03-29 , DOI: 10.1007/s00362-018-0996-y
Mengmei Xi , Rui Wang , Zhaoyang Cheng , Xuejun Wang

In this paper, we present the $$L_p$$Lp convergence for partial sums $$S_n=\sum _{k=1}^nX_k$$Sn=∑k=1nXk under the Cesàro uniform integrability condition and the complete convergence for the maximum of $$S_n$$Sn for sequences of widely orthant dependent random variables $$\{X_n,n\ge 1\}.$${Xn,n≥1}. Some of the results extend the corresponding ones in reference. As applications, we get the complete consistency and the strong consistency for the estimator in a nonparametric regression model.

中文翻译:

广相依存随机变量部分和的一些收敛性质及其统计应用

在本文中,我们提出了在 Cesàro 一致可积条件下部分和 $$S_n=\sum _{k=1}^nX_k$$Sn=∑k=1nXk 的 $$L_p$$Lp 收敛和完全收敛$$S_n$$Sn 的最大值,对于广泛正交相依随机变量 $$\{X_n,n\ge 1\}.$${Xn,n≥1} 的序列。一些结果在参考中扩展了相应的结果。作为应用,我们得到了非参数回归模型中估计量的完全一致性和强一致性。
更新日期:2018-03-29
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