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Probability inequalities for sums of NSD random variables and applications.
- 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]
- Subjects :
- *PROBABILITY theory
*RANDOM variables
*MATHEMATICAL equivalence
Subjects
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