胡学平. Complete $f$-moment convergence for Sung’s type weighted sums of negatively superadditive dependent random variables[J]. Chinese Journal of Applied Probability and Statistics. DOI: 10.12460/j.issn.1001-4268.aps.2024.2023056
Citation: 胡学平. Complete $f$-moment convergence for Sung’s type weighted sums of negatively superadditive dependent random variables[J]. Chinese Journal of Applied Probability and Statistics. DOI: 10.12460/j.issn.1001-4268.aps.2024.2023056

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

  • 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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