Pages that link to "Item:Q6074368"
From MaRDI portal
The following pages link to Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models (Q6074368):
Displaying 8 items.
- Consistency for the LS estimator in the linear EV regression model with replicate observations (Q395903) (← links)
- On consistency of least square estimators in the simple linear EV model with negatively orthant dependent errors (Q527078) (← links)
- Consistency of LS estimator in simple linear EV regression models (Q1774236) (← links)
- Strong and weak consistency of least squares estimators in simple linear EV regression models (Q2301047) (← links)
- Strong consistency of LS estimator in simple linear EV regression models (Q5141732) (← links)
- Consistency of LS estimators in the EV regression model with martingale difference errors (Q5263971) (← links)
- Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables (Q6116724) (← links)
- Strong convergence for weighted sums of \((\alpha, \beta)\)-mixing random variables and application to simple linear EV regression model (Q6595253) (← links)
