Analysis of Least square estimator for simple Linear Regression with a uniform distribution error

M Jlibene; S Taoufik; S Benjelloun

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arXiv · 2111.04200

Analysis of Least square estimator for simple Linear Regression with a uniform distribution error

M Jlibene·S Taoufik·S Benjelloun

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Abstract

We study the least square estimator, in the framework of simple linear regression, when the deviance term $\varepsilon$ 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.

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M Jlibene, S Taoufik, S Benjelloun. 2021-11-04. Analysis of Least square estimator for simple Linear Regression with a uniform distribution error. https://arxiv.org/abs/2111.04200

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