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Strong and weak consistency of least squares estimators in simple linear EV regression models. (English) Zbl 1437.62103

Summary: For a simple linear errors-in-variables regression model, we obtain a necessary and sufficient condition for the convergence rate in the strong consistency of the least squares estimator for each of the unknown parameters. We also obtain a necessary and sufficient condition for the convergence rate in the weak consistency.

MSC:

62F12 Asymptotic properties of parametric estimators
60F15 Strong limit theorems
62J05 Linear regression; mixed models
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