Moderate deviation principle for the error variance estimator in linear models

DOI10.1080/03610926.2012.724505zbMath1325.60044OpenAlexW2048101471MaRDI QIDQ5172788

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Publication date: 5 February 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.724505

zbMATH Keywords

linear modelsmoderate deviation principleerror variance estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Large deviations (60F10) Limit theorems in probability theory (60F99)

Related Items (1)

Asymptotic distribution with random indices for linear processes

Cites Work

• Precise asymptotics for the first moment of the error variance estimator in linear models
• On large-deviation efficiency in statistical inference

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