Complete convergence for weighted sums of i.i.d. random variables with applications in regression estimation and EV model

DOI10.1080/03610926.2015.1066817zbMath1369.60013OpenAlexW2342842469MaRDI QIDQ4976238

Ningning Kong, Soo Hak Sung, Ping Yan Chen

Publication date: 27 July 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1066817

zbMATH Keywords

complete convergencestrong lawregressionweighted sumsEV model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Strong limit theorems (60F15)

Related Items (1)

Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors

Cites Work

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• Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
• The Probability in the Tail of a Distribution
• Complete Convergence and the Law of Large Numbers
• On a Theorem of Hsu and Robbins
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