Asymptotic properties for LS estimators in EV regression model with dependent errors
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Publication:1635013
DOI10.1007/s10182-010-0124-3zbMath1443.62197OpenAlexW2139834531MaRDI QIDQ1635013
Guo-Liang Fan, Han-Ying Liang, Hong-Xia Xu, Jiang-Feng Wang
Publication date: 18 December 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-010-0124-3
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)
Related Items (22)
Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responses ⋮ Weighted version of strong law of large numbers for a class of random variables and its applications ⋮ Asymptotic normality of estimators in heteroscedastic errors-in-variables model ⋮ Almost sure convergence for weighted sums of φ-mixing random variables with applications ⋮ Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models ⋮ Consistency for the LS estimator in the linear EV regression model with replicate observations ⋮ Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models ⋮ Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables ⋮ Strong convergence for weighted sums of widely orthant dependent random variables and applications ⋮ Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments ⋮ ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL ⋮ Complete and complete moment convergence with applications to the EV regression models ⋮ Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors ⋮ Asymptotic properties of LS estimators in the errors-in-variables model with MD errors ⋮ Averaged and integrated estimations of varying-coefficient regression models with dependent observations ⋮ Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors ⋮ Strong consistency rates for the estimators in a heteroscedastic EV model with missing responses ⋮ Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors ⋮ Strong consistency rates of estimators in semi-parametric errors-in-variables model with missing responses ⋮ Asymptotic for LS estimators in the EV regression model for dependent errors ⋮ Complete convergence for weighted sums of NSD random variables and its application in the EV regression model ⋮ Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
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