Extension of Lai-Robbins-Wei's theorem (Q1079902)
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English | Extension of Lai-Robbins-Wei's theorem |
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Extension of Lai-Robbins-Wei's theorem (English)
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1984
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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.
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Lai-Robbins-Wei's theorem
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martingale difference sequence
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strong consistency
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least squares estimates
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progression coefficients
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linear models
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