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

DOI10.1016/J.JSPI.2019.06.004MaRDI QIDQ2301047zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

strong consistencyweak consistencysimple linear EV regression model

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 52749 (Why is no real title available?)
• A remark on almost sure convergence of weighted sums
• Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
• Consistency of LS estimator in simple linear EV regression models
• On consistency of least square estimators in the simple linear EV model with negatively orthant dependent errors
• On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors
• Panel data from time series of cross-sections
• Some limit behaviors for the 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
• Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models
• Weighted version of strong law of large numbers for a class of random variables and its applications

Cited in

(22)

• Strong consistency of LS estimators in simple linear EV regression models with WOD errors
• Strong consistency of LS estimator 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
• 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
• scientific article; zbMATH DE number 2141408 (Why is no real title available?)
• 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
• 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
• 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
• On consistency of least square estimators in the simple linear EV model with negatively orthant dependent errors

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