Strong consistency of least-squares estimators in the monotone regression model with stochastic regressors

DOI10.1214/AOS/1176350361zbMath0631.62076OpenAlexW2005251539MaRDI QIDQ1094794

G. Tosstorff, Norbert Christopeit

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350361

zbMATH Keywords

strong consistencymartingale difference sequencestochastic regressorsmeasurable, monotone increasing functionsmonotone least-square estimatorsmonotone regression model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Martingales with discrete parameter (60G42) General nonlinear regression (62J02)

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