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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
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*
更新日期:2022-09-16
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 -negatively associated random variables under some general conditions. The results obtained in this article are extensions of previous studies for -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 -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。