Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors

被引：26
|
作者：
Miao, Yu [1 ]
Zhao, Fangfang [1 ]
Wang, Ke [1 ]
Chen, Yanping [1 ]
机构：
[1] Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China
来源：
STATISTICAL PAPERS | 2013年 / 54卷 / 01期
基金：
中国国家自然科学基金;
关键词：
EV model; Asymptotic normality; Strong consistency; LS estimator; Negatively associated sequence; RANDOM-VARIABLES; WEIGHTED SUMS; CONVERGENCE; LAW;
D O I：
10.1007/s00362-011-0418-x
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this article, the asymptotic normality and strong consistency of the least square estimators for the unknown parameters in the simple linear errors in variables model are established under the assumptions that the errors are stationary negatively associated sequences.
引用
收藏
页码：193 / 206
页数：14
相关论文
共 50 条
  • [41] Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors
    Xi, Mengmei
    Wang, Rui
    Yu, Wei
    Shen, Yan
    Wang, Xuejun
    STATISTICS, 2020, 54 (06) : 1232 - 1254
  • [42] Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model
    Shen, Aiting
    Li, Xiang
    Zhang, Yajing
    Qiu, Yige
    Wang, Xuejun
    STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2021, 93 (06) : 868 - 885
  • [43] Asymptotic Normality for Wavelet Estimators in Heteroscedastic Semiparametric Model with Random Errors
    Ding, Liwang
    Chen, Ping
    Zhang, Qiang
    Li, Yongming
    JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 33 (04) : 1212 - 1243
  • [44] Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
    Hu, Hongchang
    Pan, Xiong
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2014,
  • [45] Consistency, integrability and asymptotic normality for some intermittent estimators
    Morvai, Gusztav
    Weiss, Benjamin
    ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS, 2021, 18 (02): : 1643 - 1667
  • [46] Asymptotic normality for the estimator of non parametric regression model under φ-mixing errors
    Zheng, Lulu
    Ding, Yang
    Wang, Xuejun
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (14) : 6764 - 6773
  • [47] ASYMPTOTIC NORMALITY OF SOME ESTIMATORS IN A FIXED-DESIGN SEMIPARAMETRIC REGRESSION MODEL WITH LINEAR TIME SERIES ERRORS
    Jinhong YOU (University of Regina
    Journal of Systems Science and Complexity, 2004, (04) : 511 - 522
  • [48] Consistency for the LS estimator in the linear EV regression model with replicate observations
    Xu, ShouFang
    Li, Nan
    JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2013, 42 (04) : 451 - 458
  • [49] Strong consistency rates for the estimators in a heteroscedastic EV model with missing responses
    Zhang, Jing-Jing
    Xiao, Yun-Peng
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2020, 2020 (01)
  • [50] Consistency for the LS estimator in the linear EV regression model with replicate observations
    ShouFang Xu
    Nan Li
    Journal of the Korean Statistical Society, 2013, 42 : 451 - 458
12345