Moderate deviations for LS estimator in simple linear EV regression model |
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Authors: | Yu Miao Wen-an Liu |
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Institution: | College of Mathematics and Information Science, Henan Normal University, 453007 Henan, China |
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Abstract: | In this paper, we consider the following simple linear Errors-in-Variables (EV) regression model ηi=θ+βxi+?i, ξi=xi+δi, 1?i?n. The moderate deviation principle for the least squares (LS) estimators of the unknown parameters θ, β in the model are obtained. |
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Keywords: | 60F10 62F12 |
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