Strong Convergence Properties for Weighted Sums of Extended Negatively Dependent Random Variables Under Sub-linear Expectations with Statistical Applications

IF 1 4区数学 Q3 STATISTICS & PROBABILITY

Methodology and Computing in Applied Probability Pub Date : 2024-08-14 DOI:10.1007/s11009-024-10092-z

Liangxue Li, Xiaoqian Zheng, Haiwu Huang, Xuejun Wang

引用次数: 0

Abstract

In this paper, we establish the complete f-moment convergence and the Marcinkiewicz-Zygmund type strong law of large numbers for weighted sums of extended negatively dependent (END, for short) random variables under sub-linear expectations, which extend and improve corresponding ones in sub-linear expectation space. As applications of the main results, the complete consistency and strong consistency of weighted estimators in nonparametric regression models under sub-linear expectations are also obtained.

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亚线性期望下扩展负相关随机变量加权和的强收敛特性及其统计应用

本文建立了亚线性期望下扩展负相关（简称END）随机变量加权和的完全f时刻收敛性和Marcinkiewicz-Zygmund型强大数定律，扩展并改进了亚线性期望空间中的相应结果。作为主要结果的应用，还得到了亚线性期望下非参数回归模型中加权估计子的完全一致性和强一致性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Methodology and Computing in Applied Probability 数学-统计学与概率论

CiteScore

1.70

自引率

0.00%

发文量

审稿时长

6-12 weeks

期刊介绍： Methodology and Computing in Applied Probability will publish high quality research and review articles in the areas of applied probability that emphasize methodology and computing. Of special interest are articles in important areas of applications that include detailed case studies. Applied probability is a broad research area that is of interest to many scientists in diverse disciplines including: anthropology, biology, communication theory, economics, epidemiology, finance, linguistics, meteorology, operations research, psychology, quality control, reliability theory, sociology and statistics. The following alphabetical listing of topics of interest to the journal is not intended to be exclusive but to demonstrate the editorial policy of attracting papers which represent a broad range of interests: -Algorithms- Approximations- Asymptotic Approximations & Expansions- Combinatorial & Geometric Probability- Communication Networks- Extreme Value Theory- Finance- Image Analysis- Inequalities- Information Theory- Mathematical Physics- Molecular Biology- Monte Carlo Methods- Order Statistics- Queuing Theory- Reliability Theory- Stochastic Processes