On consistency of the weighted least squares estimators in a semiparametric regression model
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DOI: 10.1007/s00184-018-0659-y
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- Li Yongming & Li Naiyi & Luo Zhongde & Xing Guodong, 2024. "Asymptotic Behaviors of the VaR and CVaR Estimates for Widely Orthant Dependent Sequences," Methodology and Computing in Applied Probability, Springer, vol. 26(3), pages 1-22, September.
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Keywords
Semiparametric regression model; Widely orthant dependent random error; Least squares estimator; Consistency;All these keywords.
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