On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors

DOI10.1214/13-EJS863zbMATH Open1349.62316MaRDI QIDQ391833FDOQ391833

Authors: Yuliya V. Martsynyuk 

Publication date: 13 January 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1385995293

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zbMATH Keywords

explanatory variablessignal-to-noise ratiomeasurement errorsinfinite variancedomain of attraction of the normal lawleast squares estimatorslinear structural and functional errors-in-variables modelsreliability ratioslowly varying function at infinityweak and strong consistency

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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Cited In (13)

• Consistency for least squares regression estimators with infinite variance data
• Title not available (Why is that?)
• Consistency of the adjusted least squares estimator for multivariate vector models with measurement errors under conditions of decreasing accuracy
• Central limit theorems in linear structural error-in-variables models with explanatory variables in the domain of attraction of the normal law
• New multivariate central limit theorems in linear structural and functional error-in-variables models
• Strong and weak consistency of least squares estimators in simple linear EV regression models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Consistency of an adjusted least-squares estimator in a vector linear model with measurement errors
• Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors
• Title not available (Why is that?)

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