Complete f-moment Convergence for Widely Orthant Dependent Random Variables and Its Application in Nonparametric Models |
| |
Authors: | Lu Chao Chen Zhuang Wang Xue Jun |
| |
Institution: | School of Mathematical Sciences, Anhui University, Hefei 230601, P. R. China |
| |
Abstract: | In this paper, we study the complete f-moment convergence for widely orthant dependent (WOD, for short) random variables. A general result on complete f-moment convergence for arrays of rowwise WOD random variables is obtained. As applications, we present some new results on complete f-moment convergence for WOD random variables. We also give an application to nonparametric regression models based on WOD errors by using the complete convergence that we established. Finally, the choice of the fixed design points and the weight functions for the nearest neighbor estimator are proposed, and a numerical simulation is provided to verify the validity of the theoretical result. |
| |
Keywords: | Widely orthant dependent random variables complete f-moment convergence complete convergence complete consistency |
本文献已被 SpringerLink 等数据库收录! |
| 点击此处可从《数学学报(英文版)》浏览原始摘要信息 |
| 点击此处可从《数学学报(英文版)》下载免费的PDF全文 |