The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples

Abstract

In this article, some general results on the rates of strong consistency for the least squares estimators and weighted least squares estimators in heteroscedastic partially linear errors-in-variables model based on widely orthant dependent random errors are presented. The results can deduce strong consistency and convergence rates under some mild conditions. Some numerical simulations are also provided to support the theoretical results.

Keywords:

• Heteroscedastic
• partially linear errors-in-variables model
• rates of strong consistency
• widely orthant dependent random variables

Mathematical Subject Classification::

• 62J12
• 62E20

Acknowledgments

The authors are most grateful to the Editor and two anonymous referees for carefully reading the manuscript and valuable suggestions which helped in improving an earlier version of this paper.

Disclosure statement

No potential conflict of interest was reported by the author(s).

Additional information

Funding

Supported by the National Natural Science Foundation of China (12201079), the National Social Science Foundation of China (22BTJ059), and the Natural Science Foundation of Anhui Province (2308085MA07).