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| General Results on Strong Laws for Weighted Sums Under Sub-linear Expectations with a Statistical Application |
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Citation： |
Yi WU,Mengmei XI,Xuejun WANG.General Results on Strong Laws for Weighted Sums Under Sub-linear Expectations with a Statistical Application[J].Chinese Annals of Mathematics B,2026,(3):491~510 |
| Page view： 92
Net amount： 42 |
Authors： |
Yi WU; Mengmei XI;Xuejun WANG |
Foundation： |
National Natural Science Foundation of China (Nos. 12471248,
12201079, 12301181, 12361031), the Natural Science Foundation of Anhui Province (No. 2308085MA07),
the Provincial Natural Science Research Project of Anhui Colleges (No. KJ2021A1095) and the Excellent
Scientific Research and Innovation Team of Anhui Colleges (No. 2022AH010098) |
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| Abstract： |
In this paper, the authors investigate the double-indexed version of the strong
law of large numbers under some general conditions in a sub-linear expectation space.
The weighted version of the Marcinkiewicz-Zygmund type strong law of large numbers
is also established. These results extend or improve some existing ones in the classical
probability space or a sub-linear expectation space. As an application, they further study
the nonparametric regression model under the sub-linear expectation framework. Some
numerical simulations are also presented. |
Keywords： |
Strong law of large numbers Sub-linear expectations Nonparametric
regression Numerical simulation |
Classification： |
60F15, 62G05 |
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