On the rates of convergence for moments convergence in regression models
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Publication:1616705
DOI10.1007/S11749-017-0561-3zbMATH Open1404.62072OpenAlexW2759380073MaRDI QIDQ1616705FDOQ1616705
Publication date: 7 November 2018
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-017-0561-3
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Cites Work
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- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
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- Strong consistency of least squares estimates with i.i.d. errors with mean values not necessarily defined
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- Uniform integrability of the OLS estimators, and the convergence of their moments
Cited In (5)
- On the convergence rate of fixed design regression estimators for negatively associated random variables
- Moment convergence in regularized estimation under multiple and mixed-rates asymptotics
- Complete and complete moment convergence with applications to the EV regression models
- Effects of design and error on normal convergence rates in regression problems
- The L2 Rate of Convergence for Event History Regression with Time‐dependent Covariates
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