Complete convergence for weighted sums of widely orthant-dependent random variables and its statistical application

In this paper, we investigate the complete convergence for weighted sums of widely orthant-dependent (WOD, for short) random variables. Our results extend the corresponding ones of Chen and Sung (Stat Probab Lett 154, 2019) to a much more general type of complete convergence. As an application of our main results, we establish the complete consistency for the estimator in the nonparametric regression models and provide a simulation study to assess the finite sample performance of the theoretical results.