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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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Detalles Bibliográficos
Publicado en:Proc Natl Acad Sci U S A
Main Authors: Lai, T. L., Robbins, Herbert
Formato: Artigo
Idioma:Inglês
Publicado: National Academy of Sciences 1977
Assuntos:
Acceso en liña:https://ncbi.nlm.nih.govhttps://pmc.ncbi.nlm.nih.gov/articles/PMC431237/
https://ncbi.nlm.nih.govhttps://pubmed.ncbi.nlm.nih.gov/16592416/
https://ncbi.nlm.nih.govhttps://doi.org/10.1073/pnas.74.7.2667
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