Complete f-moment convergence for m-WOD random variables and its application

Abstract

In this paper, we study the complete f-moment convergence for m-widely orthant dependent random variables with an array of constant weights {ani,1≤i≤n,n≥1} under a number of general conditions. The results obtained in the paper extend and improve some known results. As an application, we give a result on strong consistency for the least squares estimator in the simple linear errors-in-variables regression model based on m-widely orthant dependent errors. Additionally, we further perform a numerical simulation to verify the validity of the theoretical results.