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Strong consistency of least squares estimates in multiple regression

The strong consistency of least squares estimates in multiple regression models with independent errors is obtained under minimal assumptions on the design and weak moment conditions on the errors.

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Dades bibliogràfiques
Autors principals: Lai, T. L., Robbins, Herbert, Wei, C. Z.
Format: Artigo
Idioma:Inglês
Publicat: 1978
Matèries:
Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC392707/
https://ncbi.nlm.nih.gov/pubmed/16592540
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