Complete \(f\)-moment convergence for arrays of random variables and its applications in semiparametric and EV regression models (Q6619733)

The authors study the complete \(f\)-moment convergence for arrays of row-wise random variables satisfying a Rosenthal-type moment inequality, and then establish general results on the complete moment convergence and complete convergence for partial sums and weighted sums of arrays of row-wise random variables. \N\NAs applications, the authors describe statistical properties of complete \(f\)-moment convergence in both semiparametric regression models and simple linear errors-in-variables models. The asymptotic properties for estimators are established. Some simulations are also provided to verify the validity of the theoretical results.