AAM  >> Vol. 4 No. 1 (February 2015)

    A Note on LS Berry-Esseen Estimator in Simple Linear EV Regression Model

  • 全文下载: PDF(1003KB) HTML   XML   PP.29-36   DOI: 10.12677/AAM.2015.41004  
  • 下载量: 873  浏览量: 3,691   科研立项经费支持


孟娇,于明明:南京航空航天大学,江苏 南京

中心极限定理收敛速度EV退化模型最小二乘法估计量Central Limit Theorem Convergence Rate EV Regression Model LS Estimator


In this paper, we study the convergence rate of the central limit theorems for LS estimator in simple linear errors-in-variables (EV) regression model. Further, its application has been introduced detailedly by Miao, Yang and Shen in[1].

孟娇, 于明明. 简单线性EV回归模型中最小二乘估计量的Berry-Esseen估计[J]. 应用数学进展, 2015, 4(1): 29-36. http://dx.doi.org/10.12677/AAM.2015.41004


[1] Miao, Y., Yang, G.Y. and Shen, L.M. (2007) The central limit theorem for LS estimator in simple linear EV regression models. Communications in Statistics-Theory and Methods, 36, 2263-2272.
[2] Liu, J.X. and Chen, X.R. (2005) Consistency of LS estimator in simple linear EV regression model. Acta Mathematica Scientia, 25B, 50-58.
[3] Miao,Y. and Liu, W.A. (2009) Moderate deviations for LS estimator in simple linear EV regression model. Journal of Statistical Planning and Inference, 139, 3122-3131.
[4] Cui, H.J. (1997) Asymptotic normality of M-estimator in the EV model. Journal of System Science and Mathematics, 10, 225-236.
[5] Deaton, A. (1985) Panel data from a time series of cross-sections. Journal of Econometrics, 30, 109-126.
[6] Gleser, L.J. (1981) Estimation in a multivariate “error in variables” regression model: Large sample results. Annals of Statistics, 9, 24-44.
[7] Michel, R. and Pfanzagl, J. (1971) The accuracy of normal approximation for minimum contrast estimates. Zeitschrift fur Wahrscheinlichkeitstheorie und Verwandte Gebiete, 18, 73-84.
[8] Petrov, V.V. (1975) Sums of independent random variables. Springer, Berlin.