On the rates of convergence for moments convergence in regression models
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DOI: 10.1007/s11749-017-0561-3
Abstract: In one-dimensional regression models, we establish a rate for the rth moment convergence (r⩾1) of the ordinary least-squares estimator involving explicitly the regressors, answering to an open question raised lately by Afendras and Markatou (Test… read more here.
Keywords: regression; regression models; rates convergence; convergence moments ... See more keywords