Strong laws for weighted sums of $$\psi $$ ψ -mixing random variables and applications in errors-in-variables regression models

Di Hu (), Pingyan Chen () and Soo Hak Sung ()
Additional contact information
Di Hu: Jinan University
Pingyan Chen: Jinan University
Soo Hak Sung: Pai Chai University

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2017, vol. 26, issue 3, No 7, 600-617

Abstract: Abstract In this paper, we establish strong laws for weighted sums of identically distributed $$\psi $$ ψ -mixing random variables without any conditions on mixing rate. The classical Kolmogorov strong law of large numbers is extended to weighted sums of $$\psi $$ ψ -mixing random variables. Two types of weights are considered for the weighted sums. These results are applied to the least-squares estimators in the simple linear errors-in-variables regression model when the errors are $$\psi $$ ψ -mixing random vectors.

Keywords: Strong law of large numbers; Weighted sum; $$\psi $$ ψ -Mixing; Strong consistency; Simple linear errors-in-variables regression model; 60F15; 62G08 (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://link.springer.com/10.1007/s11749-017-0526-6 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:testjl:v:26:y:2017:i:3:d:10.1007_s11749-017-0526-6

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/11749/PS2

DOI: 10.1007/s11749-017-0526-6

Access Statistics for this article

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research is currently edited by Alfonso Gordaliza and Ana F. Militino

More articles in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research from Springer, Sociedad de Estadística e Investigación Operativa
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().