Characterizing the consistent directions of least squares estimates

DOI10.1214/aos/1176345071zbMath0469.62045OpenAlexW1976188586MaRDI QIDQ1157087

C. F. Jeff Wu

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1214/aos/1176345071

zbMATH Keywords

characterizationpolynomial regressionasymptotic consistencybest linear unbiased estimatorleast squares estimatesconsistency regionconsistent direction

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Related Items (6)

Circumstances in which different criteria of estimation can be applied to estimate policy effects ⋮ Consistent directions for least-squares estimates ⋮ On the irregular behavior of LS estimators for asymptotically singular designs ⋮ On consistent statistical procedures in regression ⋮ On asymptotic normality in nonlinear regression ⋮ Unnamed Item

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