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Research Article

Complete moment convergence for m-ANA random variables and statistical applications

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Pages 370-394 | Received 05 Jan 2021, Accepted 26 Jul 2021, Published online: 15 Aug 2021
 

ABSTRACT

In this paper, based on the properties of slowly varying functions and the de Bruijn conjugates, we establish general results on complete moment convergence for randomly weighted sums of m-asymptotic negatively associated random variables. These results are applied to the bootstrap sample means and nonparametric regression models with random design. Simulations to study the numerical performance of the consistency for the nearest neighbour weight function estimator in non parametric regression model with random design and bootstrap sample means are given.

2010 MATHEMATICS SUBJECT CLASSIFICATIONS:

Acknowledgments

The authors would like to express their deep thanks to anonymous referees for their useful comments.

Disclosure statement

No potential conflict of interest was reported by the author(s).

Additional information

Funding

This work was supported by the Vietnam Ministry of Education and Training (MOET) [grant number B2020-DNA-9].

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