{"title":"Strong convergence for weighted sums of WOD random variables and its application in the EV regression model","authors":"Liwang Ding, Caoqing Jiang","doi":"10.21136/AM.2023.0004-23","DOIUrl":null,"url":null,"abstract":"<div><p>The strong convergence for weighted sums of widely orthant dependent (WOD) random variables is investigated. As an application, we further investigate the strong consistency of the least squares estimator in EV regression model for WOD random variables. A simulation study is carried out to confirm the theoretical results.</p></div>","PeriodicalId":55505,"journal":{"name":"Applications of Mathematics","volume":"69 1","pages":"93 - 111"},"PeriodicalIF":0.7000,"publicationDate":"2023-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applications of Mathematics","FirstCategoryId":"100","ListUrlMain":"https://link.springer.com/article/10.21136/AM.2023.0004-23","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 0
Abstract
The strong convergence for weighted sums of widely orthant dependent (WOD) random variables is investigated. As an application, we further investigate the strong consistency of the least squares estimator in EV regression model for WOD random variables. A simulation study is carried out to confirm the theoretical results.
期刊介绍：
Applications of Mathematics publishes original high quality research papers that are directed towards applications of mathematical methods in various branches of science and engineering.
The main topics covered include:
- Mechanics of Solids;
- Fluid Mechanics;
- Electrical Engineering;
- Solutions of Differential and Integral Equations;
- Mathematical Physics;
- Optimization;
- Probability
Mathematical Statistics.
The journal is of interest to a wide audience of mathematicians, scientists and engineers concerned with the development of scientific computing, mathematical statistics and applicable mathematics in general.
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