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Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications
Stochastic Models ( IF 0.7 ) Pub Date : 2023-01-09 , DOI: 10.1080/15326349.2022.2149554
Miaomiao Wang 1 , Min Wang 2 , Xuejun Wang 1 , Fei Zhang 2
Affiliation  

Abstract

In this paper, we study the complete f-moment convergence for arrays of rowwise m-negatively associated random variables under some general conditions. The results obtained in the paper extend and improve some previous known ones. As an application of the main results, we present the complete consistency for the estimator in a semiparametric regression model based on m-negatively associated errors. We perform some numerical simulations to verify the validity of the theoretical results based on finite samples.



中文翻译:

行m负相关随机变量数组的完全f矩收敛及其统计应用

摘要

在本文中,我们研究了一些一般条件下行向m负相关随机变量数组的完全f矩收敛。论文中获得的结果扩展并改进了一些先前已知的结果。作为主要结果的应用,我们在基于m负相关误差的半参数回归模型中给出了估计量的完全一致性。我们进行了一些数值模拟,以验证基于有限样本的理论结果的有效性。

更新日期:2023-01-09
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