Strong consistency of least squares estimators in simple linear EV regression models under m -END setting
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Publication:7237066
Cites work
- L r convergence for arrays of rowwise m -extended negatively dependent random variables
- Asymptotic properties of LS estimators in the errors-in-variables model with MD errors
- Complete q-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model*
- Complete f-moment convergence for arrays of random variables and its applications in semiparametric and EV regression models
- Complete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression models
- Complete and complete \(f\)-moment convergence for arrays of rowwise END random variables and some applications
- Complete and complete moment convergence with applications to the EV regression models
- Complete convergence and complete moment convergence for weighted sums of m-extended negatively dependent random variables
- Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations
- Complete convergence for weighted sums of END random variables and its application to nonparametric regression models
- Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
- Consistency of LS estimator in simple linear EV regression models
- Convergence properties of the partial sums for sequences of end random variables
- Equivalent conditions of complete convergence and complete moment convergence for END random variables
- Estimation in a linear regression model with censored data
- Exponential probability inequality for \(m\)-END random variables and its applications
- Negative association of random variables, with applications
- On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications
- Panel data from time series of cross-sections
- Precise large deviations for dependent random variables with heavy tails
- Some limit behaviors for the LS estimator in simple linear EV regression models
- Strong and weak consistency of least squares estimators in simple linear EV regression models
- Strong consistency of LS estimators in simple linear EV regression models with WOD errors
- Strong convergence for weighted sums of (, )-mixing random variables and application to simple linear EV regression model
- Strong convergence for weighted sums of WOD random variables and its application in the EV regression model.
- Strong law of large numbers for weighted sums of random variables and its applications in EV regression models
- Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models
- Strong laws for weighted sums of m-extended negatively dependent random variables and its applications
- Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models
- Sufficient and necessary conditions of convergence properties for ANA sequences with an application to EV regression models
- The mean consistency of the weighted estimator in the fixed design regression models based on \(m\)-END errors
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