The central limit theorem for LS estimator in simple linear EV regression models

被引:33
|
作者
Miao, Yu [1 ]
Yang, Guangyu
Shen, Luming
机构
[1] Wuhan Univ, Dept Math & Stat, Wuhan 430072, Hubei, Peoples R China
[2] Henan Normal Univ, Coll Math & Informat Sci, Henan, Peoples R China
[3] Hunan Agr Univ, Coll Sci, Hunan, Peoples R China
基金
中国国家自然科学基金;
关键词
central limit theorem; EV regression models; LS estimator;
D O I
10.1080/03610920701215266
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this article, we obtain the central limit theorems for LS estimator in simple linear errors-in-variables (EV) regression models under some mild conditions. And we also show that those conditions are necessary in some sense.
引用
收藏
页码:2263 / 2272
页数:10
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