On strongly consistent estimates of regression coefficients when the errors are not independently and identically distributed (Q1179492): Difference between revisions
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| Property / cites work: Strong consistency of least squares estimates in multiple regression II / rank | |||
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Latest revision as of 13:47, 15 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On strongly consistent estimates of regression coefficients when the errors are not independently and identically distributed |
scientific article |
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On strongly consistent estimates of regression coefficients when the errors are not independently and identically distributed (English)
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26 June 1992
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L'auteur étudie le modèle de régression linéaire pour lequel les erreurs ne sont pas forcément i.i.d. et de moyenne nulle. Deux méthodes d'estimation sont étudiées. La première est définie par une minimisation de la valeur absolue des résidus; la seconde par une minimisation de l'étendue des résidus. On montre la convergence forte des estimateurs, ainsi que leur convergence en moyenne quadratique.
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minimum range estimation
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estimates of regression coefficients
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nonidentically distributed
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dependent errors
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strongly consistent
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mean square consistent
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