Extension of Lai-Robbins-Wei's theorem

DOI10.1007/BF01883887zbMath0598.62078MaRDI QIDQ1079902

Guijing Chen

Publication date: 1984

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

linear modelsstrong consistencymartingale difference sequenceleast squares estimatesLai-Robbins-Wei's theoremprogression coefficients

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (4)

On sufficient conditions for the strong consistency of least-squares estimates ⋮ Some strong consistency results in stochastic regression ⋮ On the Strong Consistency of Ridge Estimates ⋮ Strong consistency of least squares estimates with i.i.d. errors with mean values not necessarily defined

Cites Work

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• Strong consistency of least squares estimates in multiple regression II
• Strong consistency of least squares estimates in normal linear regression
• Strong consistency of least squares estimates in dynamic models
• Weak and strong consistency of the least squares estimators in regression models
• Strong consistency of least-squares estimates in regression models
• Linear Statistical Inference and its Applications

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