Some Limit Behaviors for Linear EV Model with Replicate Observations

Abstract

In this article, we establish the asymptotic normality for the LS estimators of the unknown parameters in the linear errors-in-variables (EV) model with replicate observations, which weaken the moment conditions of Zhang and Chen (2002). Furthermore, the moderate and large deviations principles for the LS estimators are obtained also.

Keywords:

• Asymptotic normality
• EV models
• Moderate deviation
• Large deviation
• LS estimators

Mathematics Subject Classification:

• Primary 62F12
• Secondary 60F05