The central limit theorem for LS estimator in simple linear EV regression models. (English) Zbl 1183.62039
Summary: We obtain central limit theorems for LS estimators in simple linear errors-in-variables (EV) regression models under some mild conditions. We also show that these conditions are in some sense necessay.
MSC:
| 62F12 | Asymptotic properties of parametric estimators |
| 60F05 | Central limit and other weak theorems |
| 62J05 | Linear regression; mixed models |
References:
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