Title of article :
Moderate deviations for LS estimator in simple linear EV regression model
Author/Authors :
Miao، نويسنده , , Yu and Liu، نويسنده , , Wen-an، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Pages :
10
From page :
3122
To page :
3131
Abstract :
In this paper, we consider the following simple linear Errors-in-Variables (EV) regression model η i = θ + β x i + ɛ i , ξ i = x i + δ i , 1 ⩽ i ⩽ n . The moderate deviation principle for the least squares (LS) estimators of the unknown parameters θ , β in the model are obtained.
Keywords :
LS estimator , EV regression model , Moderate deviations
Journal title :
Journal of Statistical Planning and Inference
Serial Year :
2009
Journal title :
Journal of Statistical Planning and Inference
Record number :
2220207
Link To Document :
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