Precise asymptotics for the first moment of the error variance estimator in linear models

DOI10.1016/J.AML.2007.07.018zbMath1136.62359OpenAlexW2097030728MaRDI QIDQ926782

Wei-Dong Liu, Zhang, Lixin, Ke Ang Fu

Publication date: 21 May 2008

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2007.07.018

zbMATH Keywords

moment convergencelaw of the logarithmerror variance estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (2)

Invariance principles and almost sure central limit theorem for the error variance estimator in linear models ⋮ Moderate deviation principle for the error variance estimator in linear models

Cites Work

• Precise rates in the law of logarithm for the moment convergence of i.i.d. random variables
• Precise rates in the law of the logarithm in the Hilbert space
• Precise asymptotics in complete moment convergence of moving-average processes
• Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
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