On consistency of least square estimators in the simple linear EV model with negatively orthant dependent errors

被引：13

作者：

Wang, Xuejun ^{[1
]}

Hu, Shuhe ^{[1
]}

机构：

[1] Anhui Univ, Sch Math Sci, Hefei 230601, Anhui, Peoples R China

来源：

ELECTRONIC JOURNAL OF STATISTICS | 2017年 / 11卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Negatively orthant dependent random variables; strong consistency; weak consistency; complete consistency; EV regression model; WEIGHTED SUMS; COMPLETE CONVERGENCE; MULTIVARIATE ERRORS; REGRESSION-MODEL; RANDOM-VARIABLES; LS ESTIMATOR; ARRAYS;

D O I：

10.1214/17-EJS1263

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 paper, we mainly study the asymptotic properties of least square (LS, for short) estimators in the simple linear errors-in-variables (EV, for short) regression model with negatively orthant dependent (NOD, for short) errors. Under some suitable conditions, the strong consistency, weak consistency and complete consistency of the LS estimators in the EV regression model with NOD errors are obtained, which generalize or improve the corresponding ones for independent random variables and negatively associated random variables in some sense.

引用

页码：1434 / 1463

页数：30

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