Some limit behaviors for the LS estimator in simple linear EV regression models

DOI10.1016/j.spl.2010.09.023zbMath1456.62040MaRDI QIDQ618012

Sumit K. Garg

Publication date: 14 January 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.09.023

zbMATH Keywords

consistency; asymptotic normality; large deviation principle; LS estimators; simple linear EV model

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

60F05: Central limit and other weak theorems

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, Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes, On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors, Consistency for the LS estimator in the linear EV regression model with replicate observations, Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments, Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors, Complete convergence for weighted sums of NSD random variables and its application in the EV regression model, Some Limit Behaviors for Linear EV Model with Replicate Observations

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