On consistency of the weighted least squares estimators in a semiparametric regression model

DOI10.1007/s00184-018-0659-yzbMath1401.62066OpenAlexW2801269327MaRDI QIDQ1785797

Shuhe Hu, Xin Deng, Xue-jun Wang

Publication date: 1 October 2018

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-018-0659-y

zbMATH Keywords

consistencyleast squares estimatorsemiparametric regression modelwidely orthant dependent random error

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (7)

Complete moment convergence for the widely orthant dependent linear processes with random coefficients ⋮ A note on the asymptotic properties of the estimators in a semiparametric regression model ⋮ Complete consistency for the weighted least squares estimators in semiparametric regression models ⋮ Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables ⋮ Weak consistency for the estimators in a semiparametric regression model based on negatively associated random errors ⋮ Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors ⋮ Regression analysis of stochastic fatigue crack growth model in a martingale difference framework

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