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Convergence properties for the partial sums of widely orthant dependent random variables under some integrable assumptions and their applications

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Widely orthant dependence (WOD, in short) is a special dependence structure. In this paper, by using the probability inequalities and moment inequalities for WOD random variables, we study the $L_p$ convergence and complete convergence for the partial sums respectively under the conditions of RCI$(\alpha)$, SRCI$(\alpha)$ and $R$-$h$-integrability. We also give an application to nonparametric regression models based on WOD errors by using the $L_p$ convergence that we obtained. Finally we carry out some simulations to verify the validity of our theoretical results.

Abstract

Widely orthant dependence (WOD, in short) is a special dependence structure. In this paper, by using the probability inequalities and moment inequalities for WOD random variables, we study the $L_p$ convergence and complete convergence for the partial sums respectively under the conditions of RCI$(\alpha)$, SRCI$(\alpha)$ and $R$-$h$-integrability. We also give an application to nonparametric regression models based on WOD errors by using the $L_p$ convergence that we obtained. Finally we carry out some simulations to verify the validity of our theoretical results.

참고문헌 (31)

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