Weighted sums of strongly mixing random variables with an application to nonparametric regression

Abstract

Please cite this article as: Thanh, L.V., Yin, G., Weighted sums of strongly mixing random variables with an application to nonparametric regression. Statistics and Probability Letters (2015), http://dx. AbstractThis note establishes complete convergence for weighted sums of strongly mixing random variables. The result obtained is sharp. If the condition is relaxed slightly, the desired complete convergence does not hold, which is illustrated by two examples. An application of the main result to nonparametric regression is also considered.