The loglog law for LS estimator in simple linear EV regression models

DOI10.1080/02331880903450576zbMath1283.62047OpenAlexW2056157046MaRDI QIDQ5402588

Yu Miao, Guangyu Yang

Publication date: 14 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880903450576

zbMATH Keywords

LS estimatorEV regression modelsloglog law

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Strong limit theorems (60F15)

Related Items (15)

Asymptotic properties of LS estimator in nonlinear functional EV models ⋮ Some Limit Behaviors for Linear EV Model with Replicate Observations ⋮ Consistency for the LS estimator in the linear EV regression model with replicate observations ⋮ Some limit behaviors for the LS estimator in simple linear EV regression models ⋮ Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors ⋮ Complete convergence of weighted sums of martingale differences and statistical applications ⋮ Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments ⋮ Law of iterated logarithm and model selection consistency for generalized linear models with independent and dependent responses ⋮ Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA Errors ⋮ Convergence rate for LS estimator in simple linear EV regression models ⋮ Asymptotic properties for the moment estimators in Rayleigh distribution with two parameters ⋮ Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors ⋮ Consistency of LS estimators in the EV regression model with martingale difference errors ⋮ MDP for estimators in EV regression models with α-mixing errors ⋮ Asymptotic for LS estimators in the EV regression model for dependent errors

Cites Work

• Grouped-data estimation and testing in simple labor-supply models
• A note on the law of iterated logarithm for weighted sums of random variables
• Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
• Panel data from time series of cross-sections
• A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
• Estimation in a multivariate errors in variables regression model: Large sample results
• Moderate deviations for LS estimator in simple linear EV regression model
• The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models

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