Extension of Lai-Robbins-Wei's theorem
type: Item
instance of: scholarly article
title: Extension of Lai-Robbins-Wei's theorem
zbMATH Open document ID: 0598.62078
DOI: 10.1007/BF01883887
author: Guijing Chen
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 1984-01-01T00:00:00Z
review text: A theorem of \textit{T.L. Lai}, \textit{H. Robbins} and \textit{C. Z. Wei} [J. Multivariate Anal. 9, 343-361 (1979; Zbl 0416.62051)] is extended to a more general form to contain all the known results in the literature about the strong consistency of the least squares estimates of the progression coefficients in linear models with nonrandom regressors, and improvement is made on some of these results.
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 3965234
zbMATH Keywords: Lai-Robbins-Wei's theorem
zbMATH Keywords: martingale difference sequence
zbMATH Keywords: strong consistency
zbMATH Keywords: least squares estimates
zbMATH Keywords: progression coefficients
zbMATH Keywords: linear models
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3965234