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Teoriya Veroyatnostei i ee Primeneniya, 2022, Volume 67, Issue 2, Pages 327–350
DOI: https://doi.org/10.4213/tvp5399 (Mi tvp5399) 		 
This article is cited in 5 scientific papers (total in 5 papers)

Complete $f$-moment convergence for randomly weighted sums of extended negatively dependent random variables and its statistical application

J. Lang, L. Cheng, Z. Yu, Y. Wu, X. Wang

Center for Pure Mathematics, School of Mathematical Sciences, Anhui University, Hefei, P.R. China
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DOI: https://doi.org/10.4213/tvp5399
Abstract: In this paper, we investigate the complete $f$-moment convergence for randomly weighted sums of extended negatively dependent (END for short) random variables. Some results obtained in this paper extend and improve the corresponding ones of P. Li, X. Li, and K. Wu [J. Inequal. Appl., 2017 (2017), 182]. As an application of our main results, we establish the strong consistency for the least square (LS for short) estimators in the simple linear errors-in-variables (EV for short) regression models and provide a simulation study to verify our theoretical results.
Keywords: complete $f$-moment convergence, randomly weighted sums, EV regression model, strong consistency.
Funding agency Grant number
National Natural Science Foundation of China 11871072
Natural Science Foundation of Anhui Province 2108085MA06
2108085QA15
1908085QA01
1908085QA07
Students Innovative Training Project of Anhui University S201910357342
This work was supported by the National Natural Science Foundation of China (project 11871072), the Natural Science Foundation of Anhui Province (projects 2108085MA06, 2108085QA15, 1908085QA01, 1908085QA07), and the Students Innovative Training Project of Anhui University (S201910357342).
Received: 05.02.2020
Revised: 11.08.2020
Accepted: 29.10.2020
English version:
Theory of Probability and its Applications, 2022, Volume 67, Issue 2, Pages 261–281
DOI: https://doi.org/10.1137/S0040585X97T990915
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: J. Lang, L. Cheng, Z. Yu, Y. Wu, X. Wang, “Complete $f$-moment convergence for randomly weighted sums of extended negatively dependent random variables and its statistical application”, Teor. Veroyatnost. i Primenen., 67:2 (2022), 327–350; Theory Probab. Appl., 67:2 (2022), 261–281
Citation in format AMSBIB
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\by J.~Lang, L.~Cheng, Z.~Yu, Y.~Wu, X.~Wang
\paper Complete $f$-moment convergence for randomly weighted sums of extended negatively dependent random variables and its statistical application
\jour Teor. Veroyatnost. i Primenen.
\yr 2022
\vol 67
\issue 2
\pages 327--350
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\crossref{https://doi.org/10.4213/tvp5399}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4466433}
\zmath{https://zbmath.org/?q=an:7573884}
\transl
\jour Theory Probab. Appl.
\yr 2022
\vol 67
\issue 2
\pages 261--281
\crossref{https://doi.org/10.1137/S0040585X97T990915}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85165660815}
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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