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APPML
2008

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

13 years 5 months ago

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

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Let 2 be the unknown error variance of a linear model and let ^2 be the estimator of 2 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. c 2007 Elsevier Ltd. All rights reserved.

Ke-Ang Fu, Wei-Dong Liu, Li-Xin Zhang

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APPML 2008 | Error Variance | Error Variance Estimator | Unknown Error Variance |

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Added	08 Dec 2010
Updated	08 Dec 2010
Type	Journal
Year	2008
Where	APPML
Authors	Ke-Ang Fu, Wei-Dong Liu, Li-Xin Zhang

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