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

Let σ2σ2 be the unknown error variance of a linear model and let View the MathML sourceσˆ2 be the estimator of σ2σ2 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.