Strong and weak consistency of least squares estimators in simple linear EV regression models
From MaRDI portal
Publication:2301047
DOI10.1016/J.JSPI.2019.06.004zbMATH Open1437.62103OpenAlexW2951225672WikidataQ127678139 ScholiaQ127678139MaRDI QIDQ2301047FDOQ2301047
Authors: Luliang Wen, Soo Hak Sung, Pingyan 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
Recommendations
- Strong consistency of LS estimator in simple linear EV regression models
- Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models
- Consistency of LS estimator in simple linear EV regression models
- Strong consistency of LS estimators in simple linear EV regression models with WOD errors
- On sufficient conditions for the strong consistency of least-squares estimates
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Strong limit theorems (60F15)
Cites Work
- Title not available (Why is that?)
- Panel data from time series of cross-sections
- 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
- Some limit behaviors for the LS estimator in simple linear EV regression models
- A remark on almost sure convergence of weighted sums
- On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors
- Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
- On consistency of least square estimators in the simple linear EV model with negatively orthant dependent errors
- Weighted version of strong law of large numbers for a class of random variables and its applications
- Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models
Cited In (22)
- Consistency for the LS estimator in the linear EV regression model with replicate observations
- Convergence rate for LS estimator in simple linear EV regression models
- Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models
- Title not available (Why is that?)
- 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
- Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model
- Consistency of LS estimator in simple linear EV regression models
- Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application
- Complete \(f\)-moment convergence for arrays of random variables and its applications in semiparametric and EV regression models
- Weak convergence for weighted sums of a class of random variables with related statistical applications
- Strong convergence for weighted sums of WOD random variables and its application in the EV regression model.
- The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications
- On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors
- Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications
- Strong convergence for weighted sums of widely orthant dependent random variables and applications
- On weak consistency in linear models with equi-correlated random errors
- Strong consistency of LS estimators in simple linear EV regression models with WOD errors
- Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications
- On consistency of least square estimators in the simple linear EV model with negatively orthant dependent errors
- Strong consistency of LS estimator in simple linear EV regression models
This page was built for publication: Strong and weak consistency of least squares estimators in simple linear EV regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2301047)
