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APPML
2008
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13 years 5 months ago
Precise asymptotics for the first moment of the error variance estimator in linear models
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 l...
Ke-Ang Fu, Wei-Dong Liu, Li-Xin Zhang