Pages that link to "Item:Q1785797"
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The following pages link to On consistency of the weighted least squares estimators in a semiparametric regression model (Q1785797):
Displaying 14 items.
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework (Q777851) (← links)
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models (Q1260683) (← links)
- A characterization of consistency of model weights given partial information in normal linear models (Q1770061) (← links)
- The consistency of estimators in semiparametric regression model with END sequences (Q2984275) (← links)
- Weak consistency for the estimators in a semiparametric regression model based on negatively associated random errors (Q3390443) (← links)
- Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with <i>α</i>-mixing errors (Q4987230) (← links)
- Complete moment convergence for the widely orthant dependent linear processes with random coefficients (Q5079274) (← links)
- A note on the asymptotic properties of the estimators in a semiparametric regression model (Q5082818) (← links)
- Complete consistency for the weighted least squares estimators in semiparametric regression models (Q6053878) (← links)
- Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables (Q6116724) (← links)
- The consistency of LSE estimators in partial linear regression models under mixing random errors (Q6541368) (← links)
- Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences (Q6589367) (← links)
- The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples (Q6646225) (← links)
- Asymptotic properties of VaR and CVaR estimators for widely orthant dependent samples (Q6654097) (← links)
