Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors
In this article, an errors-in-variables regression model in which the errors are negatively superadditive dependent (NSD) random variables is studied. First, the Marcinkiewicz-type strong law of large numbers for NSD random variables is established. Then, we use the strong law of large numbers to in...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2020-09-01
|
| Series: | Open Mathematics |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/math-2020-0052 |