Some limit behaviors for the LS estimator in simple linear EV regression models

DOI10.1016/j.spl.2010.09.023zbMath1456.62040OpenAlexW2076048075MaRDI QIDQ618012

Sumit K. Garg

Publication date: 14 January 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.09.023

zbMATH Keywords

consistencyasymptotic normalitylarge deviation principleLS estimatorssimple linear EV model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05)

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Cites Work

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• Convergence rate for LS estimator in simple linear EV regression models
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• Concentration inequality of maximum likelihood estimator
• Panel data from time series of cross-sections
• A remark on almost sure convergence of weighted sums
• On large-deviation efficiency in statistical inference
• Moderate deviations for the maximum likelihood estimator
• Consistency of LS estimator in simple linear EV regression models
• Moderate deviations for LS estimator in simple linear EV regression model
• The loglog law for LS estimator in simple linear EV regression models
• The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models

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