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On complete convergence for weighted sums of arrays of rowwise END random variables and its statistical applications

  • Xiaohan Bao , Junjie Lin , Xuejun Wang EMAIL logo and Yi Wu
Published/Copyright: January 22, 2019
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Abstract

In this paper, the complete convergence for the weighted sums of arrays of rowwise extended negatively dependent (END, for short) random variables is established under some mild conditions. In addition, the Marcinkiewicz-Zygmund type strong law of large numbers for arrays of rowwise END random variables is also obtained. The result obtained in the paper generalizes and improves some corresponding ones for independent random variables and some dependent random variables in some extent. By using the complete convergence that we established, we further study the complete consistency for the weighted estimator in a nonparametric regression model based on END errors.

MSC 2010: Primary 60F15

This work was supported by the National Natural Science Foundation of China (11671012), the Natural Science Foundation of Anhui Province (1508085J06), the Key Projects for Academic Talent of Anhui Province (gxbjZD2016005), the Quality Engineering Project of Anhui Province (2016jyxm0047) and the Students Innovative Training Project of Anhui University (201610357001).


  1. Communicated by Gejza Wimmer

Acknowledgement

The authors are most grateful to the Editor and anonymous referees for careful reading of the manuscript and valuable suggestions which helped in improving an earlier version of this paper.

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Received: 2017-08-21
Accepted: 2018-01-09
Published Online: 2019-01-22
Published in Print: 2019-02-25

© 2019 Mathematical Institute Slovak Academy of Sciences

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