Article ID Journal Published Year Pages File Type
1710315 Applied Mathematics Letters 2008 7 Pages PDF
Abstract

Let σ2σ2 be the unknown error variance of a linear model and let σˆ2 be the estimator of σ2σ2 based on the residual sum of squares. In this work, we show the precise asymptotics in the law of the logarithm for the first moment of the error variance estimator.

Keywords
Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
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Precise asymptotics for the first moment of the error variance estimator in linear models
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