QA356 : Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
Thesis > Central Library of Shahrood University > Mathematical Sciences > MSc > 2016
Authors:
Abstarct: Some basic properties for negatively superadditive dependent NSD random variables are presented, such as the Rosenthal-type inequality and the Kolmogorov-type exponential inequality. Using these properties, we further study the complete convergence for weighted sums of NSD random variables, which generalizes and improves some corresponding ones for independent random variables and negatively associated random variables. Some sufficient conditions to prove the complete convergence for weighted sums of NSD random variables are provided. As an application, the complete consistency of LS estimators in the EV regression model with NSD errors is investigated under mild conditions, which generalizes and improves the corresponding one for negatively associated random variables. Finally, we will evaluate theoretical results with the simulation study.
Keywords:
#Negatively superadditive dependent random variables #Complete convergence #Complete consistency #EV regression model #Rosenthal-type inequality #Kolmogorov-type exponential inequality
Keeping place: Central Library of Shahrood University
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Keeping place: Central Library of Shahrood University
Visitor: