Some limit behaviors for the LS estimator in simple linear EV regression models

DOI10.1016/J.SPL.2010.09.023zbMATH Open1456.62040OpenAlexW2076048075MaRDI QIDQ618012FDOQ618012

Sumit K. Garg

Publication date: 14 January 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.09.023

zbMATH Keywords

asymptotic normalityconsistencylarge deviation principleLS estimatorssimple linear EV model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05)

Cites Work

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• The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
• A remark on almost sure convergence of weighted sums
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• On large-deviation efficiency in statistical inference
• Moderate deviations for the maximum likelihood estimator
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• Note on the moderate deviation principle of maximum likelihood estimator
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Cited In (37)

• Consistency of LS estimators in the EV regression model with martingale difference errors
• Consistency for the LS estimator in the linear EV regression model with replicate observations
• Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
• Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables
• Asymptotic properties of LS estimator in nonlinear functional EV models
• Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments
• Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models
• Complete convergence for weighted sums of i.i.d. random variables with applications in regression estimation and EV model
• Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors
• Strong law of large numbers for weighted sums of random variables and its applications in EV regression models
• Convergence rates in the weak law of large numbers for weighted sums of i.i.d. random variables and applications in errors-in-variables models
• Complete and complete moment convergence with applications to the EV regression models
• Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations
• Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors
• Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models
• Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
• Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
• Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application
• Complete \(f\)-moment convergence for arrays of random variables and its applications in semiparametric and EV regression models
• Strong and weak consistency of least squares estimators in simple linear EV regression models
• Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
• Weak convergence for weighted sums of a class of random variables with related statistical applications
• Weighted version of strong law of large numbers for a class of random variables and its applications
• The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples
• The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications
• Complete convergence of weighted sums of martingale differences and statistical applications
• Complete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression models
• On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors
• Some Limit Behaviors for Linear EV Model with Replicate Observations
• Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications
• Convergence rate for weighted sums of ψ-mixing random variables and applications
• Strong convergence for weighted sums of widely orthant dependent random variables and applications
• Asymptotic for LS estimators in the EV regression model for dependent errors
• Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA Errors
• Strong consistency of LS estimators in simple linear EV regression models with WOD errors
• Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications
• Strong consistency of LS estimator in simple linear EV regression models

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