Strong Convergence Properties for Weighted Sums of Extended Negatively Dependent Random Variables Under Sub-linear Expectations with Statistical Applications
摘要
In this paper, we establish the complete f-moment convergence and the Marcinkiewicz-Zygmund type strong law of large numbers for weighted sums of extended negatively dependent (END, for short) random variables under sub-linear expectations, which extend and improve corresponding ones in sub-linear expectation space. As applications of the main results, the complete consistency and strong consistency of weighted estimators in nonparametric regression models under sub-linear expectations are also obtained.