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Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications.

Authors :
Shen, Aiting
Volodin, Andrei
Source :
Metrika; Nov2017, Vol. 80 Issue 6-8, p605-625, 21p
Publication Year :
2017

Abstract

In the paper, the Marcinkiewicz-Zygmund type moment inequality for extended negatively dependent (END, in short) random variables is established. Under some suitable conditions of uniform integrability, the $$L_r$$ convergence, weak law of large numbers and strong law of large numbers for usual normed sums and weighted sums of arrays of rowwise END random variables are investigated by using the Marcinkiewicz-Zygmund type moment inequality. In addition, some applications of the $$L_r$$ convergence, weak and strong laws of large numbers to nonparametric regression models based on END errors are provided. The results obtained in the paper generalize or improve some corresponding ones for negatively associated random variables and negatively orthant dependent random variables. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00261335
Volume :
80
Issue :
6-8
Database :
Complementary Index
Journal :
Metrika
Publication Type :
Academic Journal
Accession number :
125874651
Full Text :
https://doi.org/10.1007/s00184-017-0618-z