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On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models

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  • Xuejun Wang
  • Chen Xu
  • Tien-Chung Hu
  • Andrei Volodin
  • Shuhe Hu

Abstract

In this paper, some probability inequalities and moment inequalities for widely orthant-dependent (WOD, in short) random variables are presented, especially the Marcinkiewicz–Zygmund type inequality and Rosenthal type inequality. By using these inequalities, we further study the complete convergence for weighted sums of arrays of row-wise WOD random variables and give some special cases, which extend some corresponding ones for dependent sequences. As applications, we present some sufficient conditions to prove the complete consistency for the estimator of nonparametric regression model based on WOD errors by using the complete convergence that we established. At last, the choice of the fixed design points and the weight functions for the nearest neighbor estimates is proposed. Our results generalize some known results for independent random variables and some dependent random variables. Copyright Sociedad de Estadística e Investigación Operativa 2014

Suggested Citation

  • Xuejun Wang & Chen Xu & Tien-Chung Hu & Andrei Volodin & Shuhe Hu, 2014. "On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(3), pages 607-629, September.
    • Handle: RePEc:spr:testjl:v:23:y:2014:i:3:p:607-629
    DOI: 10.1007/s11749-014-0365-7
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    References listed on IDEAS

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    Cited by:

    1. Yan, Ji Gao, 2018. "Complete Convergence and Complete Moment Convergence for Maximal Weighted Sums of Extended Negatively Dependent Random Variables," IRTG 1792 Discussion Papers 2018-040, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    2. Xuejun Wang & Xin Deng & Shuhe Hu, 2018. "On consistency of the weighted least squares estimators in a semiparametric regression model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(7), pages 797-820, October.
    3. Li Yongming & Li Naiyi & Luo Zhongde & Xing Guodong, 2024. "Asymptotic Behaviors of the VaR and CVaR Estimates for Widely Orthant Dependent Sequences," Methodology and Computing in Applied Probability, Springer, vol. 26(3), pages 1-22, September.
    4. Wei Li & Pingyan Chen & Soo Hak Sung, 2016. "Complete Moment Convergence for Sung’s Type Weighted Sums of -Valued Random Elements," Discrete Dynamics in Nature and Society, Hindawi, vol. 2016, pages 1-8, March.
    5. Aiting Shen & Andrei Volodin, 2017. "Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(6), pages 605-625, November.
    6. Aiting Shen & Huiling Tao & Xuejun Wang, 2020. "The asymptotic properties for the estimators of the survival function and failure rate function based on WOD samples," Statistical Papers, Springer, vol. 61(6), pages 2671-2684, December.
    7. Mengmei Xi & Rui Wang & Zhaoyang Cheng & Xuejun Wang, 2020. "Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications," Statistical Papers, Springer, vol. 61(4), pages 1663-1684, August.
    8. Wenzhi Yang & Haiyun Xu & Ling Chen & Shuhe Hu, 2018. "Complete consistency of estimators for regression models based on extended negatively dependent errors," Statistical Papers, Springer, vol. 59(2), pages 449-465, June.
    9. Hongyan Fang & Saisai Ding & Xiaoqin Li & Wenzhi Yang, 2020. "Asymptotic Approximations of Ratio Moments Based on Dependent Sequences," Mathematics, MDPI, vol. 8(3), pages 1-18, March.
    10. Liangxue Li & Xiaoqian Zheng & Haiwu Huang & Xuejun Wang, 2024. "Strong Convergence Properties for Weighted Sums of Extended Negatively Dependent Random Variables Under Sub-linear Expectations with Statistical Applications," Methodology and Computing in Applied Probability, Springer, vol. 26(3), pages 1-36, September.
    11. Xuejun Wang & Yi Wu & Rui Wang & Shuhe Hu, 2021. "On consistency of wavelet estimator in nonparametric regression models," Statistical Papers, Springer, vol. 62(2), pages 935-962, April.
    12. Xin Deng & Xuejun Wang, 2018. "Asymptotic Property of M Estimator in Classical Linear Models Under Dependent Random Errors," Methodology and Computing in Applied Probability, Springer, vol. 20(4), pages 1069-1090, December.
    13. Yi Wu & Wei Yu & Xuejun Wang, 2022. "Strong representations of the Kaplan–Meier estimator and hazard estimator with censored widely orthant dependent data," Computational Statistics, Springer, vol. 37(1), pages 383-402, March.
    14. Chen, Pingyan & Sung, Soo Hak, 2019. "A Spitzer-type law of large numbers for widely orthant dependent random variables," Statistics & Probability Letters, Elsevier, vol. 154(C), pages 1-1.
    15. Yi Wu & Xuejun Wang & Aiting Shen, 2023. "Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-28, March.
    16. Xin Deng & Xuejun Wang, 2020. "An exponential inequality and its application to M estimators in multiple linear models," Statistical Papers, Springer, vol. 61(4), pages 1607-1627, August.

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