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Least-squares estimations of the first hydrolysis constant of Pu(IV)

✍ Scribed by G. L. Silver

Publisher
Springer
Year
2011
Tongue
English
Weight
190 KB
Volume
291
Category
Article
ISSN
1588-2780

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Tail behavior of the least-squares estim
Tail behavior of the least-squares estimator
✍ Jana JurečkovΓ‘; Roger Koenker; Stephen Portnoy πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 113 KB

The tail behavior of the least-squares estimator in the linear regression model was studied in He et al. (Econometrica 58 (1990) 1195) under a ΓΏxed design for ΓΏnite n. We now consider a random design matrix Xn and the case n β†’ ∞ and study the probability P 0 (max16i6n |x i Rn | ΒΏ n) with n = F -1 (1