Pages that link to "Item:Q618012"

The following pages link to Some limit behaviors for the LS estimator in simple linear EV regression models (Q618012):

Displaying 35 items.

• Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes (Q261766) (← links)
• On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors (Q391833) (← links)
• Consistency for the LS estimator in the linear EV regression model with replicate observations (Q395903) (← links)
• Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments (Q634854) (← links)
• Weighted version of strong law of large numbers for a class of random variables and its applications (Q1616701) (← links)
• Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors (Q1935684) (← links)
• Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors (Q2053435) (← links)
• Complete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression models (Q2066523) (← links)
• Strong law of large numbers for weighted sums of random variables and its applications in EV regression models (Q2121212) (← links)
• Strong and weak consistency of least squares estimators in simple linear EV regression models (Q2301047) (← links)
• Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors (Q2316718) (← links)
• Complete convergence for weighted sums of NSD random variables and its application in the EV regression model (Q2348719) (← links)
• Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models (Q2404167) (← links)
• Some Limit Behaviors for Linear EV Model with Replicate Observations (Q2921865) (← links)
• Complete and complete moment convergence with applications to the EV regression models (Q4632272) (← links)
• Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA Errors (Q4904687) (← links)
• Complete convergence for weighted sums of i.i.d. random variables with applications in regression estimation and EV model (Q4976238) (← links)
• Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with <i>α</i>-mixing errors (Q4987230) (← links)
• Asymptotic for LS estimators in the EV regression model for dependent errors (Q5020923) (← links)
• Strong consistency of LS estimators in simple linear EV regression models with WOD errors (Q5028938) (← links)
• Asymptotic properties of LS estimator in nonlinear functional EV models (Q5039798) (← links)
• Convergence rate for weighted sums of ψ-mixing random variables and applications (Q5045634) (← links)
• Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application (Q5097175) (← links)
• Strong consistency of LS estimator in simple linear EV regression models (Q5141732) (← links)
• 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 (Q5213053) (← links)
• Consistency of LS estimators in the EV regression model with martingale difference errors (Q5263971) (← links)
• Complete convergence of weighted sums of martingale differences and statistical applications (Q6102223) (← links)
• Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables (Q6116724) (← links)
• Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications (Q6126013) (← links)
• Strong convergence for weighted sums of widely orthant dependent random variables and applications (Q6164842) (← links)
• Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations (Q6596380) (← links)
• Complete \(f\)-moment convergence for arrays of random variables and its applications in semiparametric and EV regression models (Q6619733) (← links)
• The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples (Q6646225) (← links)
• The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications (Q6648831) (← links)
• Complete <i>f</i> -moment convergence for <i>m</i> -asymptotic negatively associated random variables and related statistical applications (Q6669465) (← links)