Exponential probability inequality for $$m$$ m -END random variables and its applications

Xuejun Wang (), Yi Wu and Shuhe Hu

Metrika: International Journal for Theoretical and Applied Statistics, 2016, vol. 79, issue 2, 127-147

Abstract: The concept of $$m$$ m -extended negatively dependent ( $$m$$ m -END, in short) random variables is introduced and the Kolmogorov exponential inequality for $$m$$ m -END random variables is established. As applications of the Kolmogorov exponential inequality, we further investigate the complete convergence for arrays of rowwise $$m$$ m -END random variables and the complete consistency for the estimator of nonparametric regression models based on $$m$$ m -END errors. Our results generalize and improve some known ones for independent random variables and dependent random variables. Copyright Springer-Verlag Berlin Heidelberg 2016

Keywords: $$m$$ m -extended negatively dependent random variables; Complete convergence; Kolmogorov exponential inequality; Complete consistency; 60E05; 60F15; 62G05 (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://hdl.handle.net/10.1007/s00184-015-0547-7 (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:spr:metrik:v:79:y:2016:i:2:p:127-147

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/184/PS2

DOI: 10.1007/s00184-015-0547-7

Access Statistics for this article

Metrika: International Journal for Theoretical and Applied Statistics is currently edited by U. Kamps and Norbert Henze

More articles in Metrika: International Journal for Theoretical and Applied Statistics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().