Asymptotic properties of LS estimators in the errors-in-variables model with MD errors
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Publication:2010789
DOI10.1007/s00362-016-0869-1zbMath1432.62047OpenAlexW2575719632MaRDI QIDQ2010789
Publication date: 28 November 2019
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-016-0869-1
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Martingales with discrete parameter (60G42)
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Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models ⋮ Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications ⋮ Strong consistency of LS estimator in simple linear EV regression models ⋮ Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors
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