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

DOI10.1007/S00184-018-0659-YzbMATH Open1401.62066OpenAlexW2801269327WikidataQ129931480 ScholiaQ129931480MaRDI QIDQ1785797FDOQ1785797

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

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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)

Cites Work

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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
• The consistency of estimators in semiparametric regression models under AANA random errors
• A characterization of consistency of model weights given partial information in normal linear models
• 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
• Asymptotic properties of VaR and CVaR estimators for widely orthant dependent samples
• Weak consistency for the estimators in a semiparametric regression model based on negatively associated random errors
• 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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