Confidence ellipses for simple regression parameters with strongly mixing errors
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DOI: 10.2298/fil2302591e
Abstract: In this work, we establish exponential inequalities which allow us to construct confidence regions, characterized by ellipses, for the least squares estimates of the parameters in the case of a linear regression model with ?-mixing… read more here.
Keywords: ellipses simple; confidence; mixing errors; simple regression ... See more keywords