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Convergence Rate for LS Estimator in Simple Linear EV Regression Models

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Abstract

In this paper, we consider the following simple linear errors-in-variables regression model \({\eta_i=\theta+\beta x_i+\varepsilon_i, \xi_i=x_i+\delta_i, 1\leq i\leq n }\) . The exponential convergence rate for the least squares estimators of the unknown parameters θ, β in this model are obtained.

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  1. College of Mathematics and Information Science, Henan Normal University, Xinxiang, 453007, Henan, China

    Yu Miao

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  1. Yu Miao
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Correspondence to Yu Miao.

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Miao, Y. Convergence Rate for LS Estimator in Simple Linear EV Regression Models. Results. Math. 58, 93–104 (2010). https://doi.org/10.1007/s00025-010-0027-3

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  • DOI: https://doi.org/10.1007/s00025-010-0027-3

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