Moment convergence rate of estimators in partially linear models under AANA errors

DOI10.7153/jmi-2023-17-62OpenAlexW4387716863MaRDI QIDQ6078439

Xiaoqin Li, Lingling He, Yan Shen, Qiuyue Wu

Publication date: 24 October 2023

Published in: Journal of Mathematical Inequalities (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7153/jmi-2023-17-62

zbMATH Keywords

least-squares estimatorpartial linear modelmoment consistencyweighted least-squares estimatorAANA random variables

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05)

Cites Work

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• On complete convergence of weighted sums for arrays of rowwise asymptotically almost negatively associated random variables
• The Hájek-Rényi inequality for the AANA random variables and its applications
• Moment consistency of estimators in partially linear models under NA samples
• Asymptotic normality in partial linear models based on dependent errors
• Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications
• Negative association of random variables, with applications
• Extensions of the strong law of large numbers of Marcinkiewicz and Zygmund for dependent variables
• Strong and weak convergence for asymptotically almost negatively associated random variables
• Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors
• Complete moment convergence of weighted sums for processes under asymptotically almost negatively associated assumptions
• The asymptotic properties of the estimators in a semiparametric regression model
• Strong laws of large numbers for weighted sums of asymptotically almost negatively associated random variables
• Fixed-design semiparametric regression for linear time series
• Asymptotics of estimators in semi-parametric model under NA samples
• MAXIMAL INEQUALITIES AND STRONG LAW OF LARGE NUMBERS FOR AANA SEQUENCES
• Rosenthal type inequalities for random variables
• A note on the strong convergence for weighted sums of ρ^*-mixing random variables
• Maximal moment inequality for partial sums of ρ-mixing sequences and its applications
• Strong consistency of LS estimators in simple linear EV regression models with WOD errors
• L^p convergence and complete convergence for weighted sums of AANA random variables

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