Some limit behaviors for the LS estimator in simple linear EV regression models

DOI10.1016/j.spl.2010.09.023zbMath1456.62040MaRDI QIDQ618012

Sumit K. Garg

Publication date: 14 January 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.09.023

zbMATH Keywords

consistency; asymptotic normality; large deviation principle; LS estimators; simple linear EV model

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

60F05: Central limit and other weak theorems

Related Items

Complete and complete moment convergence with applications to the EV regression models, Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA Errors, Complete convergence for weighted sums of i.i.d. random variables with applications in regression estimation and EV model, Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors, Asymptotic for LS estimators in the EV regression model for dependent errors, Strong consistency of LS estimators in simple linear EV regression models with WOD errors, Asymptotic properties of LS estimator in nonlinear functional EV models, Convergence rate for weighted sums of ψ-mixing random variables and applications, Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application, Strong consistency of LS estimator in simple linear EV regression models, Convergence rates in the weak law of large numbers for weighted sums of i.i.d. random variables and applications in errors-in-variables models, Consistency of LS estimators in the EV regression model with martingale difference errors, Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models, Complete convergence of weighted sums of martingale differences and statistical applications, Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables, Weak convergence for weighted sums of a class of random variables with related statistical applications, Strong convergence for weighted sums of widely orthant dependent random variables and applications, Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes, On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors, Consistency for the LS estimator in the linear EV regression model with replicate observations, Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments, Weighted version of strong law of large numbers for a class of random variables and its applications, Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors, Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors, Complete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression models, Strong law of large numbers for weighted sums of random variables and its applications in EV regression models, Strong and weak consistency of least squares estimators in simple linear EV regression models, Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors, Complete convergence for weighted sums of NSD random variables and its application in the EV regression model, Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models, Some Limit Behaviors for Linear EV Model with Replicate Observations

Cites Work

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