On complete and complete moment convergence for weighted sums of ANA random variables and applications. (English) Zbl 07193872
Summary: In this article, the complete convergence and complete moment convergence for weighted sums of asymptotically negatively associated (ANA, for short) random variables are studied. Several sufficient conditions of the complete convergence and complete moment convergence for weighted sums of ANA random variables are presented. As an application, the complete consistency for the weighted estimator in a nonparametric regression model based on ANA random errors is established by using the complete convergence that we established. We also give a simulation to verify the validity of the theoretical result.
Keywords:
ANA random variables; complete moment convergence; complete convergence; nonparametric regression model; complete consistencyReferences:
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