Consistency of LS estimates of multiple regression under a lower order moment condition

zbMath0842.62054MaRDI QIDQ1908622

X. R. Chen

Publication date: 4 March 1996

Published in: Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

weak consistencynecessary and sufficient conditionsfinite momentsleast squares estimaterandom errorsmultiple regression model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process ⋮ Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses ⋮ Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes ⋮ Jackknifed Liu estimator in linear regression models ⋮ QML estimators in linear regression models with functional coefficient autoregressive processes ⋮ Studies on consistency of LSE in China

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