Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models

From MaRDI portal
Publication:2404167

DOI10.1007/S11749-017-0526-6zbMath1370.60053OpenAlexW2586883374MaRDI QIDQ2404167

Di Hu, Soo Hak Sung, Ping Yan Chen

Publication date: 18 September 2017

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-017-0526-6




Related Items (24)

Weighted version of strong law of large numbers for a class of random variables and its applicationsConvergence rate for weighted sums of ψ-mixing random variables and applicationsUniformly asymptotic normality of the weighted estimator in nonparametric regression model with \(\varphi\)-mixing errorsThe Spitzer law for ψ-mixing random variablesAlmost sure convergence for weighted sums of φ-mixing random variables with applicationsA note on the asymptotic properties of the estimators in a semiparametric regression modelMarcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applicationsSufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression modelsUnnamed ItemStrong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variablesComplete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applicationsWeak convergence for weighted sums of a class of random variables with related statistical applicationsStrong convergence for weighted sums of widely orthant dependent random variables and applicationsStrong consistency of LS estimator in simple linear EV regression modelsStrong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applicationsComplete and complete moment convergence with applications to the EV regression modelsA Marcinkiewicz-Zygmund type strong law for weighted sums of \(\phi \)-mixing random variables and its applicationsConvergence rates in the weak law of large numbers for weighted sums of i.i.d. random variables and applications in errors-in-variables modelsStrong and weak consistency of least squares estimators in simple linear EV regression modelsComplete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression modelsStrong laws for weighted sums of \(\rho ^*\)-mixing random variables under general, moment conditionsAsymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errorsRobbins-Monro algorithm with \(\psi\)-mixing random errorsStrong consistency of LS estimators in simple linear EV regression models with WOD errors




Cites Work




This page was built for publication: Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models