Moderate deviations for LS estimator in simple linear EV regression model

DOI10.1016/j.jspi.2009.02.021zbMath1167.62445MaRDI 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 deviations; LS estimator; EV regression model

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J05: Linear regression; mixed models

60F10: Large deviations

Related Items

Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA Errors, Asymptotic properties of LS estimator in nonlinear functional EV models, Consistency of LS estimators in the EV regression model with martingale difference errors, MDP for estimators in EV regression models with α-mixing errors, The loglog law for LS estimator in simple linear EV regression models, Strong consistency rates of estimators in semi-parametric errors-in-variables model with missing responses, Complete convergence of weighted sums of martingale differences and statistical applications, Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes, 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, Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments, Convergence rate for LS estimator in simple linear EV regression models, Asymptotic normality of estimators in heteroscedastic errors-in-variables model, Asymptotic properties for LS estimators in EV regression model with dependent errors, Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors, 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, Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responses, Berry–Esseen type bounds in heteroscedastic errors-in-variables model, Some Limit Behaviors for Linear EV Model with Replicate Observations

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