Moderate deviations for LS estimator in simple linear EV regression model

作者：Miao Yu^*; Liu Wen an

来源：Journal of Statistical Planning and Inference, 2009, 139(9): 3122-3131.

DOI：10.1016/j.jspi.2009.02.021

• LS estimator
• EV regression model
• Moderate deviations

In this paper. we consider the following simple linear Errors-in-Variables (EV) regression model eta(i) = theta beta x(i) epsilon(i), xi(i) = x(i) delta(i), 1 <= i <= n. The moderate deviation principle for the least squares (LS) estimators of the unknown parameters theta, beta in the model are obtained.

• 出版日期2009-9-1
• 单位河南师范大学