Asymptotic distribution of unibiased linear estimators in the presence of heavy-tailed stochastic regressors and residuals (Q5445976)
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scientific article; zbMATH DE number 5243847
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| English | Asymptotic distribution of unibiased linear estimators in the presence of heavy-tailed stochastic regressors and residuals |
scientific article; zbMATH DE number 5243847 |
Statements
6 March 2008
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rate of convergence
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stochastic regressor
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stable non-Gaussian
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finite or infinite variance
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heavy tails
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0.7830682992935181
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0.7821862101554871
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0.7653205990791321
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