STRONG CONSISTENCY OF LS ESTIMATORS IN SIMPLE LINEAR EV REGRESSION MODELS WITH WOD ERRORS

被引：6

作者：

Yi Yanchun ^{[1
]}

Chen, Pingyan ^{[2
]}

Sung, Soo Hak ^{[3
]}

机构：

[1] Hengyang Normal Univ, Coll Math & Stat, Hengyang 421008, Peoples R China

[2] Jinan Univ, Dept Math, Guangzhou 510630, Peoples R China

[3] Pai Chai Univ, Dept Appl Math, Daejeon 35345, South Korea

来源：

JOURNAL OF MATHEMATICAL INEQUALITIES | 2021年 / 15卷 / 04期

基金：

新加坡国家研究基金会;

关键词：

Strong consistency; simple linear errors-in-variables regression model; widely orthant dependent random variable; RANDOM-VARIABLES; WEIGHTED SUMS; WEAK CONSISTENCY; STRONG LAWS;

D O I：

10.7153/jmi-2021-15-105

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

For a simple linear errors-in-variables regression model with widely orthant dependent errors, we provide sufficient conditions for the convergence rate in the strong consistency of the least squares estimators. We also provide necessary conditions. Our result improves and extends some results of Liu et al.

引用

页码：1533 / 1544

页数：12

共 19 条

[1] Strong and weak consistency of least squares estimators in simple linear EV regression models
Chen, Pingyan
Wen, Luliang
Sung, Soo Hak
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2020, 205 : 64 - 73
[2] STRONG LAWS FOR RANDOMLY WEIGHTED SUMS OF RANDOM VARIABLES AND APPLICATIONS IN THE BOOTSTRAP AND RANDOM DESIGN REGRESSION
Chen, Pingyan
Zhang, Tao
Sung, Soo Hak
[J]. STATISTICA SINICA, 2019, 29 (04) : 1739 - 1749
[3] A Spitzer-type law of large numbers for widely orthant dependent random variables
Chen, Pingyan
Sung, Soo Hak
[J]. STATISTICS & PROBABILITY LETTERS, 2019, 154
[4] Almost sure convergence for weighted sums of φ-mixing random variables with applications
da Silva, Joao Lita
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2020, 49 (16) : 3882 - 3894
[5] PANEL DATA FROM TIME-SERIES OF CROSS-SECTIONS
DEATON, A
[J]. JOURNAL OF ECONOMETRICS, 1985, 30 (1-2) : 109 - 126
[6] Fuller WA., 2009, MEASUREMENT ERROR MO
[7] Hu D, 2017, TEST-SPAIN, V26, P600, DOI 10.1007/s11749-017-0526-6
[8] Complete convergence for randomly weighted sums of random variables and its application in linear-time-invariant systems
Lang, Junjun
He, Tianyun
Yu, Zhiqiang
Wu, Yi
Wang, Xuejun
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023, 52 (03) : 868 - 883
[9] Consistency of LS estimator in simple linear EV regression models
Liu, JX
Chen, XR
[J]. ACTA MATHEMATICA SCIENTIA, 2005, 25 (01) : 50 - 58
[10] STRONG CONSISTENCY OF LS ESTIMATOR IN SIMPLE LINEAR EV REGRESSION MODELS
Liu, Xiangdong
Li, Xianglong
Jiang, Weidong
Fu, Fangning
[J]. JOURNAL OF MATHEMATICAL INEQUALITIES, 2020, 14 (03): : 771 - 779

← 1 2 →