Consistency of LS estimator in simple linear EV regression models

DOI10.1016/S0252-9602(17)30260-6MaRDI QIDQ1774236zbMATH OpenFDO

Authors J. Liu, Xi-Ru Chen

Publication date 29 April 2005

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0252-9602(17)30260-6

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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Cited in

(53)

• Weighted version of strong law of large numbers for a class of random variables and its applications
• Asymptotic normality of estimators in heteroscedastic errors-in-variables model
• Asymptotic properties for LS estimators in EV regression model with dependent errors
• Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA 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
• Strong consistency rates for the estimators in a heteroscedastic EV model with missing responses
• Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responses
• 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
• Moderate deviations for LS estimator in simple linear EV regression model
• Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models
• Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
• Asymptotic normality of LS estimate in simple linear EV regression model
• 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
• On consistency of LS estimators in the errors-in-variable regression model
• Complete and complete moment convergence with applications to the EV regression models
• 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
• On consistency of least square estimators in the simple linear EV model with negatively orthant dependent errors
• The loglog law for LS estimator in simple linear EV regression models
• The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
• Strong consistency rates of estimators in semi-parametric errors-in-variables model with missing responses
• A note on the consistency of LS estimates in linear models
• 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
• Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications
• 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
• Some limit behaviors for the LS estimator in simple linear EV regression models
• Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments
• Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations
• Complete f-moment convergence for arrays of random variables and its applications in semiparametric and EV regression models
• The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples
• The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications
• Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications
• A strong law for weighted sums of -mixing and its applications
• Sufficient and necessary conditions of convergence properties for ANA sequences with an application to EV regression models
• Equivalent conditions of complete moment convergence for randomly weighted sums of random variables and some applications with random design
• Convergence rate for LS estimator in simple linear EV regression models
• A note on weak law of large numbers for weighted sums of negatively associated random variables and an application
• Strong consistency of least squares estimators in simple linear EV regression models under m -END setting
• Convergence rate of the weak consistency of the LS estimator in simple linear EV models

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