The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models

From MaRDI portal
Publication:5421575

DOI10.1080/03610920701215266zbMath1183.62039arXivmath/0701162OpenAlexW1971324588MaRDI QIDQ5421575

Guangyu Yang, Yu Miao, Lu-Ming Shen

Publication date: 24 October 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701162




Related Items

Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responsesAsymptotic properties of LS estimator in nonlinear functional EV modelsAsymptotic normality of estimators in heteroscedastic errors-in-variables modelAsymptotic properties for LS estimators in EV regression model with dependent errorsModerate deviations for LS estimator in simple linear EV regression modelSome Limit Behaviors for Linear EV Model with Replicate ObservationsConsistency for the LS estimator in the linear EV regression model with replicate observationsSome limit behaviors for the LS estimator in simple linear EV regression modelsAsymptotic normality and strong consistency of LS estimators in the EV regression model with NA errorsComplete convergence of weighted sums of martingale differences and statistical applicationsStrong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variablesStrong convergence for weighted sums of WOD random variables and its application in the EV regression model.Central limit theorems for LS estimators in the EV regression model with dependent measure\-mentsThe loglog law for LS estimator in simple linear EV regression modelsAsymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA ErrorsAsymptotic properties of LS estimators in the errors-in-variables model with MD errorsConvergence rate for LS estimator in simple linear EV regression modelsBerry–Esseen type bounds in heteroscedastic errors-in-variables modelAsymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errorsStrong consistency rates for the estimators in a heteroscedastic EV model with missing responsesStrong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errorsStrong consistency rates of estimators in semi-parametric errors-in-variables model with missing responsesConsistency of LS estimators in the EV regression model with martingale difference errorsMDP for estimators in EV regression models with α-mixing errorsAsymptotic for LS estimators in the EV regression model for dependent errorsComplete convergence for weighted sums of NSD random variables and its application in the EV regression modelAsymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes



Cites Work