Least squares estimator consistency: a geometric approach
Discussiones Mathematicae. Probability and Statistics, Tome 26 (2006) no. 1, pp. 19-45

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Consistency of LSE estimator in linear models is studied assuming that the error vector has radial symmetry. Generalized polar coordinates and algebraic assumptions on the design matrix are considered in the results that are established.
Keywords: linear models, least squares estimator, consistency, radial symmetry, generalized polar coordinates
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Mexia, João; da Silva, João. Least squares estimator consistency: a geometric approach. Discussiones Mathematicae. Probability and Statistics, Tome 26 (2006) no. 1, pp. 19-45. http://geodesic.mathdoc.fr/item/DMPS_2006_26_1_a1/