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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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Bibliografiske detaljer
Udgivet i:Proc Natl Acad Sci U S A
Main Authors: Lai, T. L., Robbins, Herbert
Format: Artigo
Sprog:Inglês
Udgivet: National Academy of Sciences 1977
Fag:
Online adgang: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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