Some limit behaviors for linear EV model with replicate observations

DOI10.1080/03610926.2012.698783MaRDI QIDQ2921865zbMATH OpenOpenAlexFDO

Authors Yu Miao, Nan Li, Weiqiang Geng, Yaohua Zhang

Publication date 14 October 2014

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2012.698783

zbMATH Keywords

asymptotic normalityEV modelslarge deviationLS estimatorsmoderate deviation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic properties of parametric estimators (62F12)

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Cites work

• Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms
• Consistency of modified MLE in EV model with replicated observations
• Convergence rate for LS estimator in simple linear EV regression models
• Moderate deviations for LS estimator in simple linear EV regression model
• On asymptotic normality of parameters in linear EV model
• Panel data from time series of cross-sections
• Some limit behaviors for the LS estimator in simple linear EV regression models
• The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
• The loglog law for LS estimator in simple linear EV regression models

Cited in

(7)

• Asymptotic normality of parameters estimation in EV model with replicated observations
• On asymptotic normality of parameters in linear EV model
• Moderate deviations for LS estimator in simple linear EV regression model
• Asymptotic properties of LS estimator in nonlinear functional EV models
• Complete convergence of weighted sums of martingale differences and statistical applications
• Complete convergence and complete moment convergence for martingale difference sequences
• Linear EV model with replicate observations on independent variables

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