Complete moment convergence for randomly weighted sums of END sequences and its applications

Xiu Xu and Jigao Yan

Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 12, 2877-2899

Abstract: In this article, some results on the complete moment convergence for maximal randomly weighted sums of extended negatively dependent (END) random variables are established. In some senses, the results obtained in this article extend the corresponding ones of in reference. As an application of the main results, we consider a result on complete consistency for the weighted estimator in a non parametric regression model based on END errors. We also give a simulation to verify the validity of the theoretical result.

Date: 2021
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Citations: View citations in EconPapers (3)

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DOI: 10.1080/03610926.2019.1678637

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