Pages that link to "Item:Q2316718"

The following pages link to Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors (Q2316718):

Displaying 15 items.

• A difference-based approach in the partially linear model with dependent errors (Q824814) (← links)
• Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors (Q2053435) (← links)
• Detection of multiple change points for linear processes under negatively super-additive dependence (Q2067984) (← links)
• The adaptivity of thresholding wavelet estimators in heteroscedastic nonparametric model with negatively super-additive dependent errors (Q2131961) (← links)
• Pointwise wavelet change-points estimation for dependent biased sample (Q2186933) (← links)
• Strong and weak consistency of least squares estimators in simple linear EV regression models (Q2301047) (← links)
• (Q3305811) (← links)
• Strong consistency of LS estimators in simple linear EV regression models with WOD errors (Q5028938) (← links)
• Equivalent conditions of the complete convergence for weighted sums of NSD random variables (Q5076928) (← links)
• Complete moment convergence for partial sums of arrays of rowwise negatively superadditive dependent random variables (Q5077363) (← links)
• Probability inequalities for sums of NSD random variables and applications (Q5085578) (← links)
• Kernel density estimation under negative superadditive dependence and its application for real data (Q5107461) (← links)
• Strong consistency of LS estimator in simple linear EV regression models (Q5141732) (← links)
• Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables (Q6116724) (← links)
• Strong convergence for weighted sums of WOD random variables and its application in the EV regression model. (Q6204983) (← links)