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-xzbMath1256.62013MaRDI 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
ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL, 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, Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models, Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments, Complete consistency of estimators for regression models based on extended negatively dependent errors, Asymptotic properties of LS estimators in the errors-in-variables model with MD 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, Parametric estimation of hidden Markov models by least squares type estimation and deconvolution, Strong law of large numbers for weighted sums of random variables and its applications in EV regression models, Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors, Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
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