On the Almost sure Convergence Rate for Weighted Sums of Negatively Associated Random Variables with Application to Priestley-Chao Estimate

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This paper deals with the problem of almost sure convergence rate for weighted sums of negatively associated random variables. A new convergence rate is obtained base on an exponential inequality, the result obtained extends and has a fast convergence rate compare with the existing result. As an application, we study the Priestley-Chao estimate of nonparametric regression estimate and the convergence rate is derived.

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449-452

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March 2015

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© 2015 Trans Tech Publications Ltd. All Rights Reserved

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