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:
Samaneh Habibi Komani [Author], Negar Eghbal[Supervisor], Hossein Baghishani[Supervisor]
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 Link
Keeping place: Central Library of Shahrood University
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