Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Strong consistency of least-squares estimates in regression models

From MaRDI portal
Publication:4131464
Jump to:navigation, search

DOI10.1073/pnas.74.7.2667zbMath0359.62051OpenAlexW2026810357WikidataQ35033157 ScholiaQ35033157MaRDI QIDQ4131464

Tze Leung Lai

Publication date: 1977

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.74.7.2667



Mathematics Subject Classification ID

Linear regression; mixed models (62J05)


Related Items (8)

Extension of Lai-Robbins-Wei's theorem ⋮ Strong consistency of least squares estimates in linear regression models driven by semimartingales ⋮ Convergence systems and strong consistency of least squares estimates in regression models ⋮ Iterated least squares in multiperiod control ⋮ On consistent statistical procedures in regression ⋮ Strong consistency of least squares estimates in multiple regression II ⋮ A nonparametric procedure for blind image deblurring ⋮ Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes




This page was built for publication: Strong consistency of least-squares estimates in regression models

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4131464&oldid=17922725"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 6 February 2024, at 09:04.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki