Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors
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- scientific article; zbMATH DE number 3597130 (Why is no real title available?)
- A connection between supermodular ordering and positive/negative association.
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- Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
- Asymptotic normality of DHD estimators in a partially linear model
- Asymptotic properties for LS estimators in EV regression model with dependent errors
- Asymptotic properties of LS estimators in the errors-in-variables model with MD errors
- Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms
- Complete convergence and complete moment convergence for arrays of rowwise negatively superadditive dependent random variables
- Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications
- Consistency for the LS estimator in the linear EV regression model with replicate observations
- Consistency of LS estimator in simple linear EV regression models
- Consistency of LS estimators in the EV regression model with martingale difference errors
- Detection of multiple change points for linear processes under negatively super-additive dependence
- Kernel density estimation under negative superadditive dependence and its application for real data
- M-test in linear models with negatively superadditive dependent errors
- Negative association of random variables, with applications
- Negatively superadditive dependence of random variables with applications.
- On complete convergence of moving average processes for NSD sequences
- Panel data from time series of cross-sections
- Some limit behaviors for the LS estimator in simple linear EV regression models
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- Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
- Strong and weak consistency of least squares estimators in simple linear EV regression models
- The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
- The loglog law for LS estimator in simple linear EV regression models
- Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors
Cited in
(6)- On the grouped LSE under an errors-in-variables model
- On a class of linear regression methods
- Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
- Consistent and asymptotically normal PLS estimators for linear structural equations
- Asymptotic for LS estimators in the EV regression model for dependent errors
- scientific article; zbMATH DE number 1931548 (Why is no real title available?)
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