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

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

• 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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