Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors
Summary: This paper studies a heteroscedastic partially linear regression model in which the errors are asymptotically almost negatively associated (AANA, in short) random variables with not necessarily identical distribution and zero mean. Under some mild conditions, we establish the strong consistency of least squares estimators, weighted least squares estimators, and the ultimate weighted least squares estimators for the unknown parameter, respectively. In addition, the strong consistency of the estimator for nonparametric component is also investigated. The results derived in the paper include the corresponding ones of independent random errors and some dependent random errors as special cases. At last, two simulations are carried out to study the numerical performance of the strong consistency for least squares estimators and weighted least squares estimators of the unknown parametric and nonparametric components in the model.
- scientific article; zbMATH DE number 646751
- scientific article; zbMATH DE number 1829196
- Strong consistency of estimators in partially linear models under NA samples
- Strong consistency of M-estimators in negatively associated linear models
- The strong consistency of M-estimates in linear models with extended negatively dependent errors
- Strong consistency of M estimator in linear model for negatively associated samples
- Strong consistency of estimators for heteroscedastic partly linear regression model under dependent samples
- Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors
- Strong consistency of \(M\) estimators in inhomogeneous linear models
- L^p convergence and complete convergence for weighted sums of AANA random variables
- A note on the consistency for the estimators of semiparametric regression model
- Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables
- Asymptotic normality in partial linear models based on dependent errors
- Asymptotic normality of DHD estimators in a partially linear model
- Asymptotic properties for LS estimators in EV regression model with dependent errors
- Asymptotics of estimators in semi-parametric model under NA samples
- Complete moment convergence of weighted sums for processes under asymptotically almost negatively associated assumptions
- Extensions of the strong law of large numbers of Marcinkiewicz and Zygmund for dependent variables
- Fixed-design semiparametric regression for linear time series
- scientific article; zbMATH DE number 1829196 (Why is no real title available?)
- scientific article; zbMATH DE number 700642 (Why is no real title available?)
- scientific article; zbMATH DE number 1501187 (Why is no real title available?)
- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- scientific article; zbMATH DE number 2118919 (Why is no real title available?)
- Maximal inequalities and strong law of large numbers for AANA sequences
- Moment consistency of estimators in a semi-parametric regression model under NA samples
- Moment consistency of estimators in partially linear models under NA samples
- Negative association of random variables, with applications
- On complete convergence of weighted sums for arrays of rowwise asymptotically almost negatively associated random variables
- Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications
- Statistical inference for varying-coefficient partially linear errors-in-variables models with missing data
- Strong and weak convergence for asymptotically almost negatively associated random variables
- Strong consistency of M-estimation in linear regression model with AANA errors
- Strong laws of large numbers for weighted sums of asymptotically almost negatively associated random variables
- The asymptotic properties of the estimators in a semiparametric regression model
- The consistency for the estimators of semiparametric regression model based on weakly dependent errors
- The Hájek-Rényi inequality for the AANA random variables and its applications
- The strong law of large numbers for weighted averages under dependence assumptions
- Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors
- Strong consistency of estimators for heteroscedastic partly linear regression model under dependent samples
- Strong consistency of estimators in partially linear models under NA samples
- Consistency and Normality ofM-Estimators in Partly Linear Models with Stochastic Adapted Errors
- The strong consistency of semiparametric models with AANA errors
- Strong consistency rate of estimators in heteroscedastic errors-in-variables model for negative association samples
- Moment convergence rate of estimators in partially linear models under AANA errors
- The convergence properties for randomly weighted sums of the arrays of rowwise m -AANA random variables with related statistical application
This page was built for publication: Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2004168)
