Title of article
Precise asymptotics for the first moment of the error variance estimator in linear models Original Research Article
Author/Authors
Ke-Ang Fu، نويسنده , , Weidong Liu، نويسنده , , Li-Xin Zhang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
7
From page
641
To page
647
Abstract
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.
Keywords
Precise asymptotics , Linear model , Moment convergence , Error variance estimator , The law of the logarithm
Journal title
Applied Mathematics Letters
Serial Year
2008
Journal title
Applied Mathematics Letters
Record number
898631
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