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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    Asymptotic distribution of unibiased linear estimators in the presence of heavy-tailed stochastic regressors and residuals
    scientific article; zbMATH DE number 5243847

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      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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