Convergence Rate for LS Estimator in Simple Linear EV Regression Models

被引：12
|
作者：
Miao, Yu [1 ]
机构：
[1] Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China
来源：
RESULTS IN MATHEMATICS | 2010年 / 58卷 / 1-2期
关键词：
LS estimator; EV regression models; moderate deviation; exponential convergence rate; MODERATE DEVIATIONS;
D O I：
10.1007/s00025-010-0027-3
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we consider the following simple linear errors-in- variables regression model eta(i) = theta + beta x(i) + epsilon(i), xi(i) = x(i) + delta(i), 1 <= i <= n. The exponential convergence rate for the least squares estimators of the unknown parameters theta, beta in this model are obtained.
引用
收藏
页码：93 / 104
页数：12
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