Pages that link to "Item:Q1935684"
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The following pages link to Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors (Q1935684):
Displaying 24 items.
- Consistency for the LS estimator in the linear EV regression model with replicate observations (Q395903) (← links)
- Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models (Q513689) (← links)
- On consistency of least square estimators in the simple linear EV model with negatively orthant dependent errors (Q527078) (← links)
- Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments (Q634854) (← links)
- Complete consistency of estimators for regression models based on extended negatively dependent errors (Q725667) (← links)
- Asymptotic properties for LS estimators in EV regression model with dependent errors (Q1635013) (← links)
- Asymptotic properties of LS estimators in the errors-in-variables model with MD errors (Q2010789) (← links)
- Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors (Q2053435) (← links)
- Complete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression models (Q2066523) (← links)
- Parametric estimation of hidden Markov models by least squares type estimation and deconvolution (Q2093141) (← links)
- Strong law of large numbers for weighted sums of random variables and its applications in EV regression models (Q2121212) (← links)
- Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors (Q2316718) (← links)
- Complete convergence for weighted sums of NSD random variables and its application in the EV regression model (Q2348719) (← links)
- ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL (Q4628412) (← links)
- Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA Errors (Q4904687) (← links)
- Asymptotic for LS estimators in the EV regression model for dependent errors (Q5020923) (← links)
- Asymptotic properties of LS estimator in nonlinear functional EV models (Q5039798) (← links)
- (Q5209553) (← links)
- Consistency of LS estimators in the EV regression model with martingale difference errors (Q5263971) (← links)
- Complete convergence of weighted sums of martingale differences and statistical applications (Q6102223) (← links)
- Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables (Q6116724) (← links)
- On a class of linear regression methods (Q6153462) (← links)
- Strong convergence for weighted sums of WOD random variables and its application in the EV regression model. (Q6204983) (← links)
- On almost sure convergence rates for the kernel estimator of a covariance operator under negative association (Q6649142) (← links)
