Convergence rate for LS estimator in simple linear EV regression models

DOI10.1007/s00025-010-0027-3zbMath1203.62023OpenAlexW2067662353MaRDI QIDQ708729

Yu Miao

Publication date: 14 October 2010

Published in: Results in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00025-010-0027-3

zbMATH Keywords

moderate deviationexponential convergence rateLS estimatorEV regression models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Large deviations (60F10)

Related Items (10)

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 ⋮ Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA 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

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• 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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