Asymptotic properties of LS estimators in the errors-in-variables model with MD errors

DOI10.1007/S00362-016-0869-1zbMATH Open1432.62047OpenAlexW2575719632MaRDI QIDQ2010789FDOQ2010789

Authors: Aiting Shen 

Publication date: 28 November 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0869-1

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• Complete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression models

zbMATH Keywords

martingale difference sequencecomplete consistencymean consistencyLS estimatorEV regression model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Martingales with discrete parameter (60G42)

Cites Work

• Title not available (Why is that?)
• Convergence Rates in the Law of Large Numbers
• Complete Convergence and the Law of Large Numbers
• Panel data from time series of cross-sections
• Asymptotic properties for LS estimators in EV regression model with dependent errors
• Sufficient and necessary conditions of complete convergence for weighted sums of PNQD random variables
• Consistency of LS estimator in simple linear EV regression models
• Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
• Complete convergence and complete moment convergence for martingale difference sequence
• On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
• Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications
• A Consistent Estimator for Linear Models with Dependent Observations
• A Combinatorial Lemma and Its Application to Probability Theory
• Title not available (Why is that?)
• Convergence rates in the strong law of large numbers for martingale difference sequences
• On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables
• The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
• On a Theorem of Hsu and Robbins
• Complete convergence for moving average process of martingale differences
• A law of large numbers for identically distributed martingale differences
• Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances
• Convergence Rates in the Law of Large Numbers for Banach-Valued Dependent Variables
• Convergence of Sums of Squares of Martingale Differences
• Complete convergence of weighted sums of martingale differences
• Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms
• Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
• Consistency of LS estimators in the EV regression model with martingale difference errors
• Complete convergence for weighted sums of negatively dependent random variables
• On the strong law of large numbers for pairwise i.i.d. random variables with general moment conditions

Cited In (8)

• Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models
• On the grouped LSE under an errors-in-variables model
• Strong convergence for weighted sums of \((\alpha, \beta)\)-mixing random variables and application to simple linear EV regression model
• Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations
• Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors
• Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications
• Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications
• Strong consistency of LS estimator in simple linear EV regression models

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