Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors

Xuejun Wang (), Yi Wu and Shuhe Hu
Additional contact information
Xuejun Wang: Anhui University
Yi Wu: Anhui University
Shuhe Hu: Anhui University

AStA Advances in Statistical Analysis, 2018, vol. 102, issue 1, No 3, 65 pages

Abstract: Abstract In this paper, the strong laws of large numbers for partial sums and weighted sums of negatively superadditive-dependent (NSD, in short) random variables are presented, especially the Marcinkiewicz–Zygmund type strong law of large numbers. Using these strong laws of large numbers, we further investigate the strong consistency and weak consistency of the LS estimators in the EV regression model with NSD errors, which generalize and improve the corresponding ones for negatively associated random variables. Finally, a simulation is carried out to study the numerical performance of the strong consistency result that we established.

Keywords: Negatively superadditive-dependent random variables; Strong consistency; Weak consistency; EV regression model; Marcinkiewicz–Zygmund type strong law of large numbers; 62F12; 60F15 (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10182-016-0286-8 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:alstar:v:102:y:2018:i:1:d:10.1007_s10182-016-0286-8

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10182/PS2

DOI: 10.1007/s10182-016-0286-8

Access Statistics for this article

AStA Advances in Statistical Analysis is currently edited by Göran Kauermann and Yarema Okhrin

More articles in AStA Advances in Statistical Analysis from Springer, German Statistical Society
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().