Precise asymptotics for the first moment of the error variance estimator in linear models

被引：2

作者：

Fu, Ke-Ang ^{[1
]}

Liu, Wei-Dong ^{[1
]}

Zhang, Li-Xin ^{[1
]}

机构：

[1] Zhejiang Univ, Dept Math, Hangzhou 310027, Peoples R China

来源：

APPLIED MATHEMATICS LETTERS | 2008年 / 21卷 / 06期

基金：

中国国家自然科学基金;

关键词：

precise asymptotics; linear model; moment convergence; error variance estimator; the law of the logarithm;

D O I：

10.1016/j.aml.2007.07.018

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Let sigma(2) be the unknown error variance of a linear model and let (sigma) over cap (2) be the estimator of sigma(2) based on the residual sum of squares. In this work, we show the precise asymptotics in the law of the logarithm for the first moment of the error variance estimator. (C) 2007 Elsevier Ltd. All rights reserved.

引用

页码：641 / 647

页数：7

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