Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models
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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
strong law of large numbersstrong consistencyweighted sum\(\psi \)-mixingsimple linear errors-in-variables regression model
Related Items (24)
Weighted version of strong law of large numbers for a class of random variables and its applications ⋮ Convergence rate for weighted sums of ψ-mixing random variables and applications ⋮ Uniformly asymptotic normality of the weighted estimator in nonparametric regression model with \(\varphi\)-mixing errors ⋮ The Spitzer law for ψ-mixing random variables ⋮ Almost sure convergence for weighted sums of φ-mixing random variables with applications ⋮ A note on the asymptotic properties of the estimators in a semiparametric regression model ⋮ Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications ⋮ Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models ⋮ Unnamed Item ⋮ Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables ⋮ 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 consistency of LS estimator in simple linear EV regression models ⋮ Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications ⋮ Complete and complete moment convergence with applications to the EV regression models ⋮ A Marcinkiewicz-Zygmund type strong law for weighted sums of \(\phi \)-mixing random variables and its applications ⋮ Convergence rates in the weak law of large numbers for weighted sums of i.i.d. random variables and applications in errors-in-variables models ⋮ Strong and weak consistency of least squares estimators in simple linear EV regression models ⋮ Complete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression models ⋮ Strong laws for weighted sums of \(\rho ^*\)-mixing random variables under general, moment conditions ⋮ Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors ⋮ Robbins-Monro algorithm with \(\psi\)-mixing random errors ⋮ Strong consistency of LS estimators in simple linear EV regression models with WOD errors
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