Strong Consistency of Least-Squares Estimators in the Simple Linear Errors-in-Variables Regression Model with Widely Orthant Dependent Random Variables-Reference-Cited by-同舟云学术

Strong Consistency of Least-Squares Estimators in the Simple Linear Errors-in-Variables Regression Model with Widely Orthant Dependent Random Variables

Published:2023-06-01 Issue:3 Volume:73 Page:811-824
ISSN:1337-2211
Container-title:Mathematica Slovaca
language:en
Short-container-title:

Author:

Ding Liwang¹,Jiang Caoqing¹

Affiliation:

1. School of Information and Statistics, Guangxi University of Finance and Economics , Mingxiu West Road 100, Nanning 530003 , Nanning , P. R. CHINA

Abstract

ABSTRACT In this paper, we establish some results on strong consistency for the least square estimator in a simple linear errors-in-variables regression models based on widely orthant dependent errors. The results obtained in the paper generalize or improve the corresponding ones for dependent random variables. We also carry out some simulation studies to verify the validity of our theoretical results.

Publisher

Walter de Gruyter GmbH

Subject

General Mathematics

Link

https://www.degruyter.com/document/doi/10.1515/ms-2023-0059/pdf

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