Complete f-moment convergence for Sung’s type weighted sums and its application to the EV regression models

Yan Wang and Xuejun Wang ()
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Yan Wang: Anhui University
Xuejun Wang: Anhui University

Statistical Papers, 2021, vol. 62, issue 2, No 10, 769-793

Abstract: Abstract In this paper, we establish a general result on the complete f-moment convergence for Sung’s type weighted sums of extended negatively dependent random variables under some general assumptions. As applications, we investigate the strong consistency of the least square estimator in the simple linear errors-in-variables models, and provide some simulations to verify the validity of our theoretical results.

Keywords: Complete f-moment convergence; Sung’s type weighted sums; Extended negatively dependent random variables; Errors-in-variables models; Strong consistency; 60F15; 62F12 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s00362-019-01112-z

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