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Weighted sums of strongly mixing random variables with an application to nonparametric regression.

Authors :
Thanh, Le Van
Yin, G.
Source :
Statistics & Probability Letters. Oct2015, Vol. 105, p195-202. 8p.
Publication Year :
2015

Abstract

This note establishes complete convergence for weighted sums of strongly mixing random variables. The result obtained is sharp. If the condition is relaxed slightly, the desired complete convergence does not hold, which is illustrated by two examples. An application of the main result to nonparametric regression is also considered. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01677152
Volume :
105
Database :
Academic Search Index
Journal :
Statistics & Probability Letters
Publication Type :
Periodical
Accession number :
108505883
Full Text :
https://doi.org/10.1016/j.spl.2015.05.022