Moment inequalities for m-negatively associated random variables and their applications

Aiting Shen (), Yu Zhang, Benqiong Xiao and Andrei Volodin
Additional contact information
Aiting Shen: Anhui University
Yu Zhang: Anhui University
Benqiong Xiao: Anhui University
Andrei Volodin: University of Regina

Statistical Papers, 2017, vol. 58, issue 3, No 18, 928 pages

Abstract: Abstract The moment inequalities for m-NA random variables, especially the Marcinkiewicz–Zygmund type inequality and Rosenthal type inequality are established and the Khintchine–Kolmogorov convergence theorem and the three series theorem for m-NA random variables are also obtained. As one application of the moment inequalities, we study the large deviation for least squares estimator in nonlinear regression models under some general conditions. As another application, we investigate the strong consistency for least squares estimator in multiple linear regression models based on m-NA random variables.

Keywords: m-Negatively associated random variables; Marcinkiewicz–Zygmund type inequality; Rosenthal type inequality; Nonlinear regression models; Multiple linear regression models; 60E05; 60F15; 62J02; 62J05; 62F12 (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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DOI: 10.1007/s00362-015-0731-x

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