Asymptotic Distribution of Linear Unbiased Estimators in the Presence of Heavy-Tailed Stochastic Regressors and Residuals
| Year of publication: |
2016
|
|---|---|
| Authors: | Kurz-Kim, Jeong-Ryeol |
| Other Persons: | Račev, Svetlozar T. (contributor) ; Samorodnitsky, Gennady (contributor) |
| Publisher: |
[2016]: [S.l.] : SSRN |
| Subject: | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Regressionsanalyse | Regression analysis |
| Description of contents: |
Under the symmetric á-stable distributional assumption for the disturbances
|
freely available