Moderate deviations for LS estimator in simple linear EV regression model

DOI10.1016/J.JSPI.2009.02.021MaRDI QIDQ2390473zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 3738699 (Why is no real title available?)
• scientific article; zbMATH DE number 1136715 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• Consistency of LS estimator in simple linear EV regression models
• Grouped-data estimation and testing in simple labor-supply models
• Large deviations and idempotent probability
• Moderate deviations for the maximum likelihood estimator
• On large-deviation efficiency in statistical inference
• Panel data from time series of cross-sections
• The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models

Cited in

(22)

• Consistency for the LS estimator in the linear EV regression model with replicate observations
• Consistency of LS estimators in the EV regression model with martingale difference errors
• Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
• The loglog law for LS estimator in simple linear EV regression models
• Convergence rate for LS estimator in simple linear EV regression models
• 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
• Asymptotic properties of LS estimator in nonlinear functional EV models
• Strong consistency rates of estimators in semi-parametric errors-in-variables model with missing responses
• Asymptotic normality of estimators in heteroscedastic errors-in-variables model
• Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responses
• MDP for estimators in EV regression models with α-mixing errors
• Asymptotic properties for LS estimators in EV regression model with dependent errors
• Asymptotic normality of LS estimators in the simple linear EV regression model with PA errors
• Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
• Moderate deviations of LS estimators in the linear EV regression model with martingale difference errors
• Some limit behaviors for linear EV model with replicate observations
• Complete convergence of weighted sums of martingale differences and statistical applications
• 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
• Berry-Esseen type bounds in heteroscedastic errors-in-variables model
• Moderate deviations and the law of iterated logarithm for LSE in linear model

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