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Probability inequalities for sums of NSD random variables and applications.

Authors :
Cai, Ting
Hu, Hong Chang
Source :
Communications in Statistics: Theory & Methods. 2020, Vol. 49 Issue 2, p281-306. 26p.
Publication Year :
2020

Abstract

In this paper, we obtain the exponential-type inequalities for maximal partial sums of negatively superadditive dependent (NSD) random variables, which extends the corresponding results for independent and negatively associated (NA) random variables. Using these inequalities, we further investigate the weak convergence of the M-estimators in the generalized linear model with NSD errors, which generalize and improve the corresponding results of the independent random errors to that of NSD random errors. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Volume :
49
Issue :
2
Database :
Academic Search Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
139884432
Full Text :
https://doi.org/10.1080/03610926.2018.1536211