EconPapers    
Economics at your fingertips  
 

Complete f-moment convergence for m-asymptotic negatively associated random variables and related statistical applications

Xuejun Wang, Xi Chen, Tien-Chung Hu and Andrei Volodin

Journal of Nonparametric Statistics, 2024, vol. 36, issue 4, 911-939

Abstract: In this article, the complete f-moment convergence for m-asymptotic negatively associated random variables is investigated. As applications, we establish the strong consistency of the least square estimator in the simple linear errors-in-variables models and the complete consistency for estimator in the semiparametric regression model based on m-asymptotic negatively associated errors. We also give some simulations to assess the finite sample performance of the theoretical results.

Date: 2024
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/10485252.2023.2280004 (text/html)
Access to full text is restricted to subscribers.

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:taf:gnstxx:v:36:y:2024:i:4:p:911-939

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/GNST20

DOI: 10.1080/10485252.2023.2280004

Access Statistics for this article

Journal of Nonparametric Statistics is currently edited by Jun Shao

More articles in Journal of Nonparametric Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:gnstxx:v:36:y:2024:i:4:p:911-939