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Complete moment convergence for weighted sums of widely orthant-dependent random variables and its application in nonparametric regression models 被引量:1
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作者 Lu CHENG Junjun LANG +1 位作者 Yan SHEN Xuejun WANG 《Frontiers of Mathematics in China》 SCIE CSCD 2022年第4期571-590,共20页
We establish some results on the complete moment convergence for weighted sums of widely orthant-dependent(WOD)random variables,which improve and extend the corresponding results of Y.F.Wu,M.G.Zhai,and J.Y.Peng[J.Math... We establish some results on the complete moment convergence for weighted sums of widely orthant-dependent(WOD)random variables,which improve and extend the corresponding results of Y.F.Wu,M.G.Zhai,and J.Y.Peng[J.Math.Inequal.,2019,13(1):251–260].As an application of the main results,we investigate the complete consistency for the estimator in a nonparametric regression model based on WOD errors and provide some simulations to verify our theoretical results. 展开更多
关键词 Widely orthant-dependent random variables complete moment convergence nonparametric regression model
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