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Strong consistency of least-squares estimates in regression models

A general theorem on the limiting behavior of certain weighted sums of i.i.d. random variables is obtained. This theorem is then applied to prove the strong consistency of least-squares estimates in linear and nonlinear regression models with i.i.d. errors under minimal assumptions on the design and...

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Dettagli Bibliografici
Autori principali: Lai, T. L., Robbins, Herbert
Natura: Artigo
Lingua:Inglês
Pubblicazione: 1977
Soggetti:
Accesso online:https://ncbi.nlm.nih.gov/pmc/articles/PMC431237/
https://ncbi.nlm.nih.gov/pubmed/16592416
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