Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors

DOI10.1515/MATH-2020-0052zbMATH Open1475.62118OpenAlexW3085936824MaRDI QIDQ2053435FDOQ2053435

Authors: Yu Zhang, Xinsheng Liu, Yuncai Yu, Hongchang Hu 

Publication date: 29 November 2021

Published in: Open Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/math-2020-0052

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zbMATH Keywords

asymptotic normalityerrors-in-variables modelstrong law of large numbersmean consistencynegatively superadditive dependent

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cites Work

• Negative association of random variables, with applications
• Panel data from time series of cross-sections
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• Title not available (Why is that?)
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• Detection of multiple change points for linear processes under negatively super-additive dependence
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Cited In (6)

• On a class of linear regression methods
• On the grouped LSE under an errors-in-variables model
• Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
• Asymptotic for LS estimators in the EV regression model for dependent errors
• Consistent and asymptotically normal PLS estimators for linear structural equations
• Title not available (Why is that?)

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