Asymptotic normality of LS estimate in simple linear EV regression model

DOI10.1007/S11401-003-0409-XMaRDI QIDQ2641568zbMATH OpenOpenAlexFDO

Authors J. Liu

Publication date 20 August 2007

Published in Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11401-003-0409-x

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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Cites work

• Consistency of LS estimator in simple linear EV regression models
• Estimating linear statistical relationships
• scientific article; zbMATH DE number 52749 (Why is no real title available?)
• scientific article; zbMATH DE number 1136715 (Why is no real title available?)
• Strong consistency of least squares estimates in multiple regression II
• Weak and strong consistency of the least squares estimators in regression models

Cited in

(9)

• On the strong convergence for weighted sums of \(\rho ^{*}\)-mixing random variables
• Strong convergence for weighted sums of negatively associated arrays
• Existence of unbiased estimate of regression parameters in simple linear EV models
• Asymptotic normality of a simple linear EV regression model with martingale difference errors
• Asymptotic normality of LS estimators in the simple linear EV regression model with PA errors
• Asymptotic for LS estimators in the EV regression model for dependent errors
• scientific article; zbMATH DE number 7156015 (Why is no real title available?)
• The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
• Complete convergence and complete moment convergence for weighted sums of random variables satisfying generalized Rosenthal type inequalities and an application

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