The loglog law for LS estimator in simple linear EV regression models

DOI10.1080/02331880903450576zbMath1283.62047MaRDI QIDQ5402588

Yu Miao, Guangyu Yang

Publication date: 14 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880903450576

zbMATH Keywords

LS estimator; EV regression models; loglog law

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

60F15: Strong limit theorems

Related Items

Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA Errors, Asymptotic for LS estimators in the EV regression model for dependent errors, Asymptotic properties of LS estimator in nonlinear functional EV models, Consistency of LS estimators in the EV regression model with martingale difference errors, MDP for estimators in EV regression models with α-mixing errors, Complete convergence of weighted sums of martingale differences and statistical applications, 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, Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors, Law of iterated logarithm and model selection consistency for generalized linear models with independent and dependent responses, Asymptotic properties for the moment estimators in Rayleigh distribution with two parameters, Some Limit Behaviors for Linear EV Model with Replicate Observations

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