Moderate deviations for LS estimator in simple linear EV regression model

DOI10.1016/j.jspi.2009.02.021zbMath1167.62445MaRDI QIDQ2390473

Yu Miao, Wen An Liu

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, 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, 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 and strong consistency of LS estimators in the EV regression model with NA errors, Some Limit Behaviors for Linear EV Model with Replicate Observations

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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