Strongly consistent estimation in dependent errors-in-variables

MaRDI QIDQ3171436zbMATHFDO

Authors Michal Pešta

Publication date 5 October 2011

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Recommendations

• Asymptotics for weakly dependent errors-in-variables
• Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables
• On consistency of LS estimators in the errors-in-variable regression model
• Asymptotic properties for LS estimators in EV regression model with dependent errors
• Consistency of the total least squares estimator in the linear errors-in-variables regression

Cited in

(6)

• SURE estimates under dependence and heteroscedasticity
• A note on weak consistency of the elementwise weighted total least squares estimator in a multivariate measurement error model under mild conditions
• Block bootstrap for dependent errors-in-variables
• Strongly consistent coefficient estimate for errors-in-variables models
• EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
• Asymptotics for weakly dependent errors-in-variables

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