Strong and weak consistency of least squares estimators in simple linear EV regression models

DOI10.1016/J.JSPI.2019.06.004zbMath1437.62103OpenAlexW2951225672WikidataQ127678139 ScholiaQ127678139MaRDI QIDQ2301047

Luliang Wen, Soo Hak Sung, Ping Yan Chen

Publication date: 28 February 2020

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2019.06.004

zbMATH Keywords

weak consistencystrong consistencysimple linear EV regression model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Strong limit theorems (60F15)

Related Items (9)

Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application ⋮ Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models ⋮ Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications ⋮ Weak convergence for weighted sums of a class of random variables with related statistical applications ⋮ Strong convergence for weighted sums of widely orthant dependent random variables and applications ⋮ Strong convergence for weighted sums of WOD random variables and its application in the EV regression model. ⋮ Strong consistency of LS estimator in simple linear EV regression models ⋮ Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors ⋮ Strong consistency of LS estimators in simple linear EV regression models with WOD errors

Cites Work

• Unnamed Item
• On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors
• On consistency of least square estimators in the simple linear EV model with negatively orthant dependent errors
• Some limit behaviors for the LS estimator in simple linear EV regression models
• Panel data from time series of cross-sections
• A remark on almost sure convergence of weighted sums
• Weighted version of strong law of large numbers for a class of random variables and its applications
• Consistency of LS estimator in simple linear 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
• Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models

This page was built for publication: Strong and weak consistency of least squares estimators in simple linear EV regression models