Voir la notice de l'article provenant de la source Library of Science
@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}, zbl = {1208.62038}, 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/
[1] [1] Y.S. Chow and H. Teicher, Probability Theory: Independence, Interchangeability, Martingales (third edition) Springer 1997.
[2] [2] Chen Xiru, Consistency of LS estimates of multiple regression under a lower order moment condition, Sci. Chin. 38 (12) (1995), 1420-1431.
[3] [3] R.A. Horn and C.R. Johnson, Matrix Analysis, Cambridge University Press 1985.
[4] [4] H. Drygas, Consistency of the least squares and Gauss-Markov estimators in regression models, Z. Wahrscheinlichkeitstheorie Verw. Gebiete 17 (1971), 309-326.
[5] [5] H. Drygas, Weak and strong consistency of the least squares estimators in regression model, Z. Wahrscheinlichkeitstheorie Verw. Gebiete 34 (1976), 119-127.
[6] [6] C. Gui-Jing, T.L. Lai and C.Z. Wei, Convergence systems and strong, consistency of least squares estimates in regression models, J. Multivariate Anal. 11 (1981), 319-333.
[7] [7] C. GuiJing, Extension of Lai-Robbins-Wei's theorem, Acta Mathematicae Applicatae Sinica 1 (1) (1984), 2-7.
[8] [8]J. Mingzhong, Some new results of the strong consistency of multiple regression coefficients, in: S. Tangmanee E. Schulz, eds. World Scientific, Proceedings of the Second Asian Mathematical Conference 1995 (R. Nakhon 1995), 514-519.
[9] [9] T.L. Lai, H. Robbins and C.Z. Wei, Strong consistency of least squares estimates in multiple regression II, J. Multivariate Anal. 9 (1979), 343-362.
[10] [10] B.M. Makarov, M.G. Goluzina, A.A. Lodkin and A.N. Podkorytov, Selected Problems in Real Analysis (American Mathematical Society, Providence R.I. 1992).
[11] [11] J.T. Mexia, P. Corte Real, M.L. Esquível e J. Lita da Silva, Convergência do estimador dos mínimos quadrados em modelos lineares, Estatística Jubilar. Actas do XII Congresso da Sociedade Portuguesa de Estatística, Edições SPE (2005), 455-466.
[12] [12] J.T. Mexia e J. Lita da Silva, A consistência do estimador dos mínimos quadrados em domínios de atracção maximais, Ciência Estatística. Actas do XIII Congresso Anual da Sociedade Portuguesa de Estatística, Edições SPE (2006), 481-492.
[13] [13] J.T. Mexia and J. Lita da Silva, Sufficient conditions for the strong consistency of least squares estimator with α-stable errors, Discussiones Mathematicae - Probability and Statistics 27 (2007), 27-45.