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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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Hlavní autoři: Lai, T. L., Robbins, Herbert
Médium: Artigo
Jazyk:Inglês
Vydáno: 1977
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC431237/
https://ncbi.nlm.nih.gov/pubmed/16592416
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