On consistency of the weighted least squares estimators in a semiparametric regression model

DOI10.1007/S00184-018-0659-YMaRDI QIDQ1785797zbMATH OpenOpenAlexWikidataFDO

Authors Xuejun Wang, Xin Deng, Shuhe Hu

Publication date 1 October 2018

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-018-0659-y

zbMATH Keywords

consistencysemiparametric regression modelleast squares estimatorwidely orthant dependent random error

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(15)

• A note on the asymptotic properties of the estimators in a semiparametric regression model
• Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables
• Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences
• Complete consistency for the weighted least squares estimators in semiparametric regression models
• A characterization of consistency of model weights given partial information in normal linear models
• The consistency of estimators in semiparametric regression models under AANA random errors
• The consistency of estimators in semiparametric regression model with END sequences
• Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with \(\alpha\)-mixing errors
• Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
• The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples
• Complete moment convergence for the widely orthant dependent linear processes with random coefficients
• Weak consistency for the estimators in a semiparametric regression model based on negatively associated random errors
• Asymptotic properties of VaR and CVaR estimators for widely orthant dependent samples
• The consistency of LSE estimators in partial linear regression models under mixing random errors
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models

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