Asymptotic Distribution of Unbiased Linear Estimators in the Presence of Heavy-tailed Stochastic Regressors and Residuals
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Author
Kurz-Kim, J.-R.
Rachev, S. T.
Samorodnitsky, G.
Abstract
Asymptotic Distribution of Unbiased Linear Estimators in the Presence of Heavy-tailed Stochastic Regressors and Residuals
Date Issued
2004-03
Publisher
Cornell University Operations Research and Industrial Engineering
Keywords
Previously Published as
1405
Type
technical report