SinoXivComplete f-moment convergence for arrays of rowwise mn-extended negatively dependent random variables and its application
Abstract
As a key branch of probability theory and mathematical statistics, probability limit theory focuses on analyzing the convergence properties of random variable sequences and their associated distribution functions. Complete $f$-moment convergence is much general than complete convergence and complete moment convergence. In this paper, we study the complete $f$-moment convergence for rowwise $m_n$-extended negatively dependent random variables, which is a new dependence structure. The results on complete $f$-moment convergence are obtained under some suitable conditions, which generalize the corresponding ones in the literature. As an application, we establish the complete consistency for the G-M estimator of nonparametric regression models. Moreover, a series of simulations are implemented to show the numerical performance of theoretical results based on finite samples. MSC: 60F15; 62G20
Keywords
Citation Information
@article{yanjiangchen2026,
title={Complete f-moment convergence for arrays of rowwise mn-extended negatively dependent random variables and its application},
author={Yanjiang Chen and Volodin Andrei and Xuejun Wang},
journal={Methodology and Computing in Applied Probability},
year={2026},
doi={https://doi.org/10.21203/rs.3.rs-9414003/v1}
}
