Moderate deviations for LS estimator in simple linear EV regression model

DOI10.1016/J.JSPI.2009.02.021zbMath1167.62445OpenAlexW2080331469MaRDI QIDQ2390473

Wen An Liu, Yu Miao

Publication date: 22 July 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.02.021

zbMATH Keywords

moderate deviationsLS estimatorEV regression model

Mathematics Subject Classification ID

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

Related Items (20)

Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responses ⋮ Asymptotic properties of LS estimator in nonlinear functional EV models ⋮ Asymptotic normality of estimators in heteroscedastic errors-in-variables model ⋮ Asymptotic properties for LS estimators in EV regression model with dependent errors ⋮ 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 ⋮ The loglog law for LS estimator in simple linear EV regression models ⋮ 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 ⋮ Berry–Esseen type bounds in heteroscedastic errors-in-variables model ⋮ Complete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression models ⋮ Strong consistency rates for the estimators in a heteroscedastic EV model with missing responses ⋮ Strong consistency rates of estimators in semi-parametric errors-in-variables model with missing responses ⋮ 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 normality of Huber-Dutter estimators in a linear EV model with AR(1) processes

Cites Work

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• Grouped-data estimation and testing in simple labor-supply models
• Panel data from time series of cross-sections
• On large-deviation efficiency in statistical inference
• Moderate deviations for the maximum likelihood estimator
• Consistency of 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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