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

被引：25
|
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
  • [1] Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
    Yu Miao
    Fangfang Zhao
    Ke Wang
    Yanping Chen
    [J]. Statistical Papers, 2013, 54 : 193 - 206
  • [2] Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA Errors
    Yang, Qinglong
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2012, 41 (23) : 4276 - 4284
  • [3] Asymptotic for LS Estimators in the EV Regression Model for Dependent Errors
    Furmanczyk, Konrad
    [J]. FILOMAT, 2017, 31 (15) : 4845 - 4856
  • [4] Consistency of LS estimators in the EV regression model with martingale difference errors
    Miao, Yu
    Wang, Yanling
    Zheng, Haojiang
    [J]. STATISTICS, 2015, 49 (01) : 104 - 118
  • [5] Asymptotic properties for LS estimators in EV regression model with dependent errors
    Guo-Liang Fan
    Han-Ying Liang
    Jiang-Feng Wang
    Hong-Xia Xu
    [J]. AStA Advances in Statistical Analysis, 2010, 94 : 89 - 103
  • [6] Asymptotic properties for LS estimators in EV regression model with dependent errors
    Fan, Guo-Liang
    Liang, Han-Ying
    Wang, Jiang-Feng
    Xu, Hong-Xia
    [J]. ASTA-ADVANCES IN STATISTICAL ANALYSIS, 2010, 94 (01) : 89 - 103
  • [7] Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
    Wang, Xuejun
    Wu, Yi
    Hu, Shuhe
    [J]. ASTA-ADVANCES IN STATISTICAL ANALYSIS, 2018, 102 (01) : 41 - 65
  • [8] Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors
    Zhang, Yu
    Liu, Xinsheng
    Yu, Yuncai
    Hu, Hongchang
    [J]. OPEN MATHEMATICS, 2020, 18 : 930 - 947
  • [9] STRONG CONSISTENCY OF LS ESTIMATORS IN SIMPLE LINEAR EV REGRESSION MODELS WITH WOD ERRORS
    Yi Yanchun
    Chen, Pingyan
    Sung, Soo Hak
    [J]. JOURNAL OF MATHEMATICAL INEQUALITIES, 2021, 15 (04): : 1533 - 1544
  • [10] Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
    Xuejun Wang
    Yi Wu
    Shuhe Hu
    [J]. AStA Advances in Statistical Analysis, 2018, 102 : 41 - 65
12345