On weak consistency in linear models with equi-correlated random errors

DOI10.1080/02664760310001619332zbMath1032.62019OpenAlexW2025054731MaRDI QIDQ4451265

Xinwei Jia, Haimeng Zhang, M. Bhaskara Rao

Publication date: 23 February 2004

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: http://libres.uncg.edu/ir/uncg/f/H_Zhang_Weak_2003.pdf

zbMATH Keywords

weak consistencylinear modelsleast squares estimatorequi-correlated errors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Discrete-time Markov processes on general state spaces (60J05)

Cites Work

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• Weak consistency of least-squares estimators in linear models
• Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
• Linear Models with Exchangeably Distributed Errors
• Weak and strong consistency of the least squares estimators in regression models
• A Necessary and Sufficient Condition that Ordinary Least-Squares Estimators be Best Linear Unbiased
• Linear Statistical Inference and its Applications
• Normal Regression Theory in the Presence of Intra-Class Correlation

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