Strong Convergence Properties for Weighted Sums of Extended Negatively Dependent Random Variables Under Sub-linear Expectations with Statistical Applications

Liangxue Li, Xiaoqian Zheng, Haiwu Huang and Xuejun Wang ()
Additional contact information
Liangxue Li: Anhui University
Xiaoqian Zheng: Anhui University
Haiwu Huang: Guilin University of Aerospace Technology
Xuejun Wang: Anhui University

Methodology and Computing in Applied Probability, 2024, vol. 26, issue 3, 1-36

Abstract: Abstract In this paper, we establish the complete f-moment convergence and the Marcinkiewicz-Zygmund type strong law of large numbers for weighted sums of extended negatively dependent (END, for short) random variables under sub-linear expectations, which extend and improve corresponding ones in sub-linear expectation space. As applications of the main results, the complete consistency and strong consistency of weighted estimators in nonparametric regression models under sub-linear expectations are also obtained.

Keywords: Complete f-moment convergence; Sub-linear expectations; END random variables; von Bahr-Esseen type inequality; Strong law of large numbers; Consistency; Nonparametric regression model; 60F15; 62G20 (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s11009-024-10092-z Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:metcap:v:26:y:2024:i:3:d:10.1007_s11009-024-10092-z

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/11009

DOI: 10.1007/s11009-024-10092-z

Access Statistics for this article

Methodology and Computing in Applied Probability is currently edited by Joseph Glaz

More articles in Methodology and Computing in Applied Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().