Analysis of Least square estimator for simple Linear Regression with a uniform distribution error
Résumé
We study the least square estimator, in the framework of simple linear regression, when the deviance term ϵ with respect to the linear model is modeled by a uniform distribution. In particular, we give the law of this estimator, and prove some convergence properties.
Domaines
Statistiques [math.ST]Origine | Fichiers produits par l'(les) auteur(s) |
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