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Equivalent conditions of convergence properties for m-ANA sequence and statistical applications.
- Source :
-
Communications in Statistics: Theory & Methods . 2024, Vol. 53 Issue 5, p1547-1575. 29p. - Publication Year :
- 2024
-
Abstract
- In this paper, the seven equivalent conditions of complete moment convergence and complete integral convergence for m -asymptotic negatively associated ( m -ANA, for short) random variables are established. The results obtained in the paper extend and improve some corresponding ones for negatively associated (NA, for short) random variables and negatively orthant dependent (NOD, for short) random variables. As an application of our main results, we present a result on complete consistency for the weighted estimator in a nonparametric regression model based on m-ANA errors. We perform a numerical simulation to verify the validity of the theoretical results. [ABSTRACT FROM AUTHOR]
- Subjects :
- *RANDOM variables
*REGRESSION analysis
*COMPUTER simulation
Subjects
Details
- Language :
- English
- ISSN :
- 03610926
- Volume :
- 53
- Issue :
- 5
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Theory & Methods
- Publication Type :
- Academic Journal
- Accession number :
- 174795732
- Full Text :
- https://doi.org/10.1080/03610926.2022.2106575