Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors

DOI10.1007/s00362-011-0418-xzbMath1256.62013MaRDI QIDQ1935684

Yanyan Li

Publication date: 19 February 2013

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-011-0418-x

zbMATH Keywords

strong consistency; negatively associated sequences; LS estimator

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J05: Linear regression; mixed models

Related Items

ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL, Asymptotic properties of LS estimator in nonlinear functional EV 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, On a class of linear regression methods, Strong convergence for weighted sums of WOD random variables and its application in the EV regression model., Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models, Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments, Complete consistency of estimators for regression models based on extended negatively dependent errors, Asymptotic properties of LS estimators in the errors-in-variables model with MD 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, Parametric estimation of hidden Markov models by least squares type estimation and deconvolution, Strong law of large numbers for weighted sums of random variables and its applications in 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

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