Pages that link to "Item:Q2301047"

The following pages link to Strong and weak consistency of least squares estimators in simple linear EV regression models (Q2301047):

Displaying 12 items.

• Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors (Q2053435) (← links)
• Strong consistency of LS estimators in simple linear EV regression models with WOD errors (Q5028938) (← links)
• Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application (Q5097175) (← links)
• Strong consistency of LS estimator in simple linear EV regression models (Q5141732) (← links)
• Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications (Q6126013) (← links)
• Strong convergence for weighted sums of widely orthant dependent random variables and applications (Q6164842) (← links)
• Strong convergence for weighted sums of WOD random variables and its application in the EV regression model. (Q6204983) (← links)
• Strong convergence for weighted sums of \((\alpha, \beta)\)-mixing random variables and application to simple linear EV regression model (Q6595253) (← links)
• Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations (Q6596380) (← links)
• Complete \(f\)-moment convergence for arrays of random variables and its applications in semiparametric and EV regression models (Q6619733) (← links)
• The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications (Q6648831) (← links)
• Complete <i>f</i> -moment convergence for <i>m</i> -asymptotic negatively associated random variables and related statistical applications (Q6669465) (← links)