nsd random variables
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2020 ◽  
Vol 18 (1) ◽  
pp. 930-947
Author(s):  
Yu Zhang ◽  
Xinsheng Liu ◽  
Yuncai Yu ◽  
Hongchang Hu

Abstract In this article, an errors-in-variables regression model in which the errors are negatively superadditive dependent (NSD) random variables is studied. First, the Marcinkiewicz-type strong law of large numbers for NSD random variables is established. Then, we use the strong law of large numbers to investigate the asymptotic normality of least square (LS) estimators for the unknown parameters. In addition, the mean consistency of LS estimators for the unknown parameters is also obtained. Some results for independent random variables and negatively associated random variables are extended and improved to the case of NSD setting. At last, two simulations are presented to verify the asymptotic normality and mean consistency of LS estimators in the model.


Filomat ◽  
2017 ◽  
Vol 31 (2) ◽  
pp. 295-308
Author(s):  
Lulu Zheng ◽  
Xuejun Wang ◽  
Wenzhi Yang

In this paper, we present some results on the complete convergence for arrays of rowwise negatively superadditive dependent (NSD, in short) random variables by using the Rosenthal-type maximal inequality, Kolmogorov exponential inequality and the truncation method. The results obtained in the paper extend the corresponding ones for weighted sums of negatively associated random variables with identical distribution to the case of arrays of rowwise NSD random variables without identical distribution.


Stochastics ◽  
2015 ◽  
Vol 88 (4) ◽  
pp. 606-621 ◽  
Author(s):  
Aiting Shen ◽  
Mingxiang Xue ◽  
Andrei Volodin

Filomat ◽  
2015 ◽  
Vol 29 (7) ◽  
pp. 1541-1547
Author(s):  
Yongjun Zhang

In this paper, we obtain strong convergence property for Jamison weighted sums of negatively superadditive dependent (NSD, in short) random variables, which extends the famous Jamison theorem. In addition, some sufficient conditions for complete convergence for weighed sums of NSD random variables are presented. These results generalize the corresponding results for independent identically distributed random variables to the case of NSD random variables without assumption of identical distribution.


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