Complete f-moment convergence for Sung’s type weighted sums of negatively superadditive dependent random variables

Complete f-moment convergence for Sung’s type weighted sums of negatively superadditive dependent random variables

  • Abstract: In this paper, by utilizing the Marcinkiewicz–Zygmund inequality and Rosenthal type inequality of negatively superadditive dependent (NSD) random arrays and truncated method, the complete f -moment convergence of NSD random variables is studied. We establish and improve a general result on the complete f-moment convergence for Sung’s type randomly weighted sums of negatively superadditivedependent random variables under some general assumptions. As applications, thecomplete consistency for the randomly weighted estimator is obtained in a nonparametric regression model based on NSD errors.

     

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