A note on the strong consistency of least squares estimates
Discussiones Mathematicae. Probability and Statistics, Tome 29 (2009) no. 2, pp. 223-231
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The strong consistency of least squares estimates in multiples regression models with i.i.d. errors is obtained under assumptions on the design matrix and moment restrictions on the errors.
Keywords:
least squares estimates, linear models, strong consistency
@article{DMPS_2009_29_2_a7,
author = {da Silva, Joǎo},
title = {A note on the strong consistency of least squares estimates},
journal = {Discussiones Mathematicae. Probability and Statistics},
pages = {223--231},
publisher = {mathdoc},
volume = {29},
number = {2},
year = {2009},
language = {en},
url = {http://geodesic.mathdoc.fr/item/DMPS_2009_29_2_a7/}
}
TY - JOUR AU - da Silva, Joǎo TI - A note on the strong consistency of least squares estimates JO - Discussiones Mathematicae. Probability and Statistics PY - 2009 SP - 223 EP - 231 VL - 29 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/DMPS_2009_29_2_a7/ LA - en ID - DMPS_2009_29_2_a7 ER -
da Silva, Joǎo. A note on the strong consistency of least squares estimates. Discussiones Mathematicae. Probability and Statistics, Tome 29 (2009) no. 2, pp. 223-231. http://geodesic.mathdoc.fr/item/DMPS_2009_29_2_a7/