{"title":"WOD 随机变量加权和的强收敛性及其在 EV 回归模型中的应用","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":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"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\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2023-12-08\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://link.springer.com/article/10.21136/AM.2023.0004-23\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://link.springer.com/article/10.21136/AM.2023.0004-23","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
摘要
我们研究了广泛正交依存(WOD)随机变量加权和的强收敛性。作为应用,我们进一步研究了 WOD 随机变量 EV 回归模型中最小二乘估计的强一致性。为了证实理论结果,我们进行了模拟研究。
Strong convergence for weighted sums of WOD random variables and its application in the EV regression model
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.