Complete f-moment convergence for m-asymptotic negatively associated random variables and related statistical applications

Abstract

In this article, the complete f-moment convergence for m-asymptotic negatively associated random variables is investigated. As applications, we establish the strong consistency of the least square estimator in the simple linear errors-in-variables models and the complete consistency for estimator in the semiparametric regression model based on m-asymptotic negatively associated errors. We also give some simulations to assess the finite sample performance of the theoretical results.

Keywords:

• m-Asymptotic negatively associated random variables
• complete f-moment convergence
• consistency
• errors-in-variables models
• semiparametric regression models

Mathematics Subject Classifications:

• 60F15
• 62G20

Acknowledgments

The authors are most grateful to the Editor and anonymous referee for carefully reading the manuscript and valuable suggestions which helped in improving an earlier version of this paper.

Disclosure statement

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

Additional information

Funding

Supported by the National Social Science Foundation of China (22BTJ059).