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
@article{DMPS_2006_26_1_a1,
author = {Mexia, Jo\~ao and da Silva, Jo\~ao},
title = {Least squares estimator consistency: a geometric approach},
journal = {Discussiones Mathematicae. Probability and Statistics},
pages = {19--45},
publisher = {mathdoc},
volume = {26},
number = {1},
year = {2006},
language = {en},
url = {http://geodesic.mathdoc.fr/item/DMPS_2006_26_1_a1/}
}
TY - JOUR AU - Mexia, João AU - da Silva, João TI - Least squares estimator consistency: a geometric approach JO - Discussiones Mathematicae. Probability and Statistics PY - 2006 SP - 19 EP - 45 VL - 26 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/DMPS_2006_26_1_a1/ LA - en ID - DMPS_2006_26_1_a1 ER -
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/