Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables

作者：Shen, Aiting^*; Zhang, Ying; Volodin, Andrei

来源：Metrika, 2015, 78(3): 295-311.

DOI：10.1007/s00184-014-0503-y

• Complete consistency
• Negatively superadditive dependent random variables
• Weak law of large numbers

In this paper, we give some applications of the Rosenthal-type inequality for a sequence of negatively superadditive dependent (NSD) random variables, which includes sequences of negatively associated random variables as a special case. The complete consistency for an estimator of a nonparametric regression model based on NSD errors is investigated. In addition, we extend Feller's weak law of large numbers for independent and identically distributed random variables to the case of NSD random variables by using the Rosenthal-type inequality.

• 出版日期2015-4
• 单位安徽大学