Asymptotic normality of estimators in heteroscedastic errors-in-variables model
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Publication:1621668
DOI10.1007/s10182-013-0224-yzbMath1443.62210OpenAlexW2082108620MaRDI QIDQ1621668
Han-Ying Liang, Amei Amei, Jing-Jing Zhang
Publication date: 9 November 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-013-0224-y
asymptotic normality\(\alpha\)-mixingheteroscedasticordinary least-squares estimatorpartially linear errors-in-variables modelweighted ordinary least-squares estimator
Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12)
Related Items (4)
Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responses ⋮ The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with α-mixing errors ⋮ Strong consistency rate of estimators in heteroscedastic errors-in-variables model for negative association samples ⋮ Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors
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