On weak consistency in linear models with equi-correlated random errors

DOI10.1080/02664760310001619332MaRDI QIDQ4451265zbMATH OpenOpenAlexFDO

Authors Xinwei Jia, M. Bhaskara Rao, Haimeng Zhang

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

zbMATH Keywords

linear modelsleast squares estimatorweak consistencyequi-correlated errors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Discrete-time Markov processes on general state spaces (60J05)

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Cites work

• scientific article; zbMATH DE number 3812757 (Why is no real title available?)
• scientific article; zbMATH DE number 3822927 (Why is no real title available?)
• A Necessary and Sufficient Condition that Ordinary Least-Squares Estimators be Best Linear Unbiased
• Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
• Linear Models with Exchangeably Distributed Errors
• Linear Statistical Inference and its Applications
• Normal Regression Theory in the Presence of Intra-Class Correlation
• Weak and strong consistency of the least squares estimators in regression models
• Weak consistency of least-squares estimators in linear models

Cited in

(2)

• Weak consistency of partial linear regression model with AANA errors
• M-estimation for linear models with exchangeable errors

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