当前位置: X-MOL 学术Stoch. Models › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Complete q-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model*
Stochastic Models ( IF 0.7 ) Pub Date : 2022-09-16 , DOI: 10.1080/15326349.2022.2112604
Fen Jiang 1 , Miaomiao Wang 1 , Xuejun Wang 1
Affiliation  

Abstract

In this article, we prove the complete q-th moment convergence for the maximum of partial sums of m-negatively associated random variables {Xn,n1} under some general conditions. The results obtained in this article are extensions of previous studies for m-negatively associated random variables. In addition, we investigate the strong consistency of the least squares estimator in the simple linear errors-in-variables model based on m-negatively associated random variables, and provide some simulations to assess the finite sample performance of the theoretical results.



中文翻译:

m负相关随机变量部分和的最大值的完全q阶矩收敛及其在EV回归模型中的应用*

摘要

在本文中,我们证明了部分和的最大值的完全q阶矩收敛-负相关的随机变量{Xn,n1个}在一些一般条件下。本文获得的结果是对以往研究的扩展-负相关的随机变量。此外,我们研究了最小二乘估计量在简单线性变量误差模型中的强一致性-负相关的随机变量,并提供一些模拟来评估理论结果的有限样本性能。

更新日期:2022-09-16
down
wechat
bug