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Strong convergence properties for weighted sums of m-asymptotic negatively associated random variables and statistical applications

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Listed:
  • Yi Wu

    (Anhui University)

  • Xuejun Wang

    (Anhui University)

  • Aiting Shen

    (Anhui University)

Abstract

In this paper, we establish a general result on complete moment convergence and the Marcinkiewicz–Zygmund-type strong law of large numbers for weighted sums of m-asymptotic negatively associated random variables, which improve and extend some existing ones. As applications of our main results, we present a result on complete consistency for the weighted estimator in a nonparametric regression model and a result on strong consistency for conditional Value-at-risk estimator based on m-asymptotic negatively associated errors. We also carry out some numerical simulations to confirm the theoretical results.

Suggested Citation

  • Yi Wu & Xuejun Wang & Aiting Shen, 2021. "Strong convergence properties for weighted sums of m-asymptotic negatively associated random variables and statistical applications," Statistical Papers, Springer, vol. 62(5), pages 2169-2194, October.
    • Handle: RePEc:spr:stpapr:v:62:y:2021:i:5:d:10.1007_s00362-020-01179-z
    DOI: 10.1007/s00362-020-01179-z
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    References listed on IDEAS

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