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

Author

Miao, Yu, Wang, Ke, and Zhao, Fangfang

Subjects
*REGRESSION analysis, *LARGE deviations (Mathematics), *LIMIT theorems, *DISTRIBUTION (Probability theory), *LINEAR statistical models, *ARBITRARY constants
Abstract

Abstract: In the present paper, we study the simple linear errors in variables (EV) model: , with i.i.d. errors . The consistency and asymptotic normality for the LS estimators and of the unknown parameters are obtained, which weaken some known conditions and improve some known results. Finally, the large deviation principle for and are given under the assumptions that possess normal distributions. [ABSTRACT FROM AUTHOR]

Published
2011
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