On weak consistency in linear models with equi-correlated random errors
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Publication:4451265
DOI10.1080/02664760310001619332zbMATH Open1032.62019OpenAlexW2025054731MaRDI QIDQ4451265FDOQ4451265
Xinwei Jia, Haimeng Zhang, M. Bhaskara Rao
Publication date: 23 February 2004
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: http://libres.uncg.edu/ir/uncg/f/H_Zhang_Weak_2003.pdf
Recommendations
- Weak consistency of estimators in linear regression model
- Weak consistency of M-estimate in linear regression models with weakly dependent errors
- A note on the consistency of LS estimates in linear models
- Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors
- Strong and weak consistency of least squares estimators in simple linear EV regression models
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Discrete-time Markov processes on general state spaces (60J05)
Cites Work
- Linear Statistical Inference and its Applications
- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
- A Necessary and Sufficient Condition that Ordinary Least-Squares Estimators be Best Linear Unbiased
- Title not available (Why is that?)
- Title not available (Why is that?)
- Weak and strong consistency of the least squares estimators in regression models
- Weak consistency of least-squares estimators in linear models
- Linear Models with Exchangeably Distributed Errors
- Normal Regression Theory in the Presence of Intra-Class Correlation
Cited In (2)
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