Some limit behaviors for the LS estimator in simple linear EV regression models
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Cites work
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- A remark on almost sure convergence of weighted sums
- Concentration inequality of maximum likelihood estimator
- Consistency of LS estimator in simple linear EV regression models
- Convergence rate for LS estimator in simple linear EV regression models
- Large deviations and idempotent probability
- Moderate deviations for LS estimator in simple linear EV regression model
- Moderate deviations for the maximum likelihood estimator
- Note on the moderate deviation principle of maximum likelihood estimator
- On large-deviation efficiency in statistical inference
- Panel data from time series of cross-sections
- The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
- The loglog law for LS estimator in simple linear EV regression models
Cited in
(37)- Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with \(\alpha\)-mixing errors
- Strong law of large numbers for weighted sums of random variables and its applications in EV regression models
- Strong consistency of LS estimators in simple linear EV regression models with WOD errors
- Convergence rate for weighted sums of ψ-mixing random variables and applications
- Complete convergence for weighted sums of i.i.d. random variables with applications in regression estimation and EV model
- Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
- Asymptotic normality of LS estimators in the simple linear EV regression model with PA errors
- Strong convergence for weighted sums of widely orthant dependent random variables and applications
- Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application
- 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
- Consistency for the LS estimator in the linear EV regression model with replicate observations
- Complete convergence of weighted sums of martingale differences and statistical applications
- Asymptotic for LS estimators in the EV regression model for dependent errors
- Complete \(f\)-moment convergence for arrays of random variables and its applications in semiparametric and 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
- Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
- Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments
- Strong and weak consistency of least squares estimators in simple linear EV regression models
- Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations
- Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables
- Complete and complete moment convergence with applications to the EV regression models
- On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors
- Consistency of LS estimators in the EV regression model with martingale difference errors
- Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors
- Complete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression models
- Some limit behaviors for linear EV model with replicate observations
- Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications
- Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
- Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models
- Weighted version of strong law of large numbers for a class of random variables and its applications
- Strong consistency of LS estimator in simple linear EV regression models
- Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables 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
- Asymptotic properties of LS estimator in nonlinear functional EV models
- Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications
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