On the rates of convergence for moments convergence in regression models

DOI10.1007/s11749-017-0561-3zbMath1404.62072OpenAlexW2759380073MaRDI QIDQ1616705

João Lita da Silva

Publication date: 7 November 2018

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-017-0561-3

zbMATH Keywords

rate of convergencelinear regression modelmoment convergence

Mathematics Subject Classification ID

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

Cites Work

• Uniform integrability of the OLS estimators, and the convergence of their moments
• Strong consistency of least squares estimates with i.i.d. errors with mean values not necessarily defined
• Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On the rates of convergence for moments convergence in regression models