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- Title
Moment inequalities for m-negatively associated random variables and their applications.
- Authors
Shen, Aiting; Zhang, Yu; Xiao, Benqiong; Volodin, Andrei
- Abstract
The moment inequalities for m-NA random variables, especially the Marcinkiewicz-Zygmund type inequality and Rosenthal type inequality are established and the Khintchine-Kolmogorov convergence theorem and the three series theorem for m-NA random variables are also obtained. As one application of the moment inequalities, we study the large deviation for least squares estimator in nonlinear regression models under some general conditions. As another application, we investigate the strong consistency for least squares estimator in multiple linear regression models based on m-NA random variables.
- Subjects
RIDGE regression (Statistics); REGRESSION analysis; LEAST squares; HYPERGEOMETRIC distribution; PERMUTATIONS
- Publication
Statistical Papers, 2017, Vol 58, Issue 3, p911
- ISSN
0932-5026
- Publication type
Article
- DOI
10.1007/s00362-015-0731-x