Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
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Publication:1935684
DOI10.1007/s00362-011-0418-xzbMath1256.62013OpenAlexW2001838758MaRDI QIDQ1935684
Publication date: 19 February 2013
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-011-0418-x
Related Items (16)
Strong law of large numbers for weighted sums of random variables and its applications in EV regression models ⋮ Asymptotic properties of LS estimator in nonlinear functional EV 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 ⋮ On a class of linear regression methods ⋮ Strong convergence for weighted sums of WOD random variables and its application in the EV regression model. ⋮ Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments ⋮ ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL ⋮ Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models ⋮ Asymptotic properties of LS estimators in the errors-in-variables model with MD errors ⋮ Complete consistency of estimators for regression models based on extended negatively dependent 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 and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors ⋮ Parametric estimation of hidden Markov models by least squares type estimation and deconvolution ⋮ Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
Cites Work
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