Strong consistency of least squares estimates in normal linear regression

DOI10.1214/aos/1176343552zbMath0339.62039OpenAlexW2059265257MaRDI QIDQ1231359

T. W. Anderson, John B. Taylor

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1214/aos/1176343552

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items (26)

Extension of Lai-Robbins-Wei's theorem ⋮ Strong consistency of least squares estimates in linear regression models driven by semimartingales ⋮ On the strong law of large numbers of multivariate martingales with random norming ⋮ Consistency of MLE, LSE and M-estimation under mild conditions ⋮ Parametric and nonparametric curve fitting ⋮ An inequality for a sum of quadratic forms with applications to probability theory ⋮ A stochastic contraction mapping theorem ⋮ When is the pseudo-best estimator BLUE? ⋮ Convergence systems and strong consistency of least squares estimates in regression models ⋮ Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses ⋮ Some multivariate linear regression testing problems with additional observations ⋮ Strong consistency of least squares estimates in multiple regression models with random regressors ⋮ Penalized likelihood and multiple testing ⋮ Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes ⋮ Jackknifed Liu estimator in linear regression models ⋮ On Sequential Least Squares Estimates of Autoregressive Parameters ⋮ QML estimators in linear regression models with functional coefficient autoregressive processes ⋮ Stochastic convergence of randomly weighted sums of random elements ⋮ Subset regression time series and its modeling procedures ⋮ Strong consistency of least squares estimates in multiple regression II ⋮ A strong law of large numbers for vector Gaussian martingales and a statistical application in linear regression ⋮ Quasi-likelihood estimation for semimartingales ⋮ Consistency of regression estimates when some variables are subject to error ⋮ On sequential estimation of parameters in semimartingale regression models with continuous time parameter. ⋮ Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors ⋮ Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting

This page was built for publication: Strong consistency of least squares estimates in normal linear regression