Pages that link to "Item:Q754579"
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The following pages link to Strong consistency of least squares estimates in multiple regression II (Q754579):
Displaying 50 items.
- Provably safe and robust learning-based model predictive control (Q490551) (← links)
- Data-based analysis of discrete-time linear systems in noisy environment: controllability and observability (Q508746) (← links)
- A profile-type smoothed score function for a varying coefficient partially linear model (Q618161) (← links)
- Sequential estimation in generalized linear models when covariates are subject to errors (Q622559) (← links)
- Linear least squares estimation of regression models for two-dimensional random fields (Q700149) (← links)
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters (Q764476) (← links)
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework (Q777851) (← links)
- The strong consistency of M-estimators in linear models (Q795448) (← links)
- Conditional least squares estimation in nonstationary nonlinear stochastic regression models (Q847648) (← links)
- Linear EV model with replicate observations on independent variables (Q862721) (← links)
- An extension of Lai and Wei's law of the iterated logarithm with applications to time series analysis and regression (Q910090) (← links)
- On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models (Q946380) (← links)
- Partial covariate adjusted regression (Q958803) (← links)
- The M-estimation in a multi-phase random nonlinear model (Q1007340) (← links)
- Extension of Lai-Robbins-Wei's theorem (Q1079902) (← links)
- On resampling techniques for regression models (Q1079903) (← links)
- Strong consistency of least squares estimates in linear regression models driven by semimartingales (Q1092578) (← links)
- On the strong law of large numbers for multivariate martingales (Q1095492) (← links)
- A class of estimators of the parameters in linear regression with censored data (Q1118946) (← links)
- Convergence systems and strong consistency of least squares estimates in regression models (Q1157655) (← links)
- Lacunary systems and generalized linear processes (Q1169749) (← links)
- Asymptotic properties of projections with applications to stochastic regression problems (Q1172362) (← links)
- On strongly consistent estimates of regression coefficients when the errors are not independently and identically distributed (Q1179492) (← links)
- Model selection and prediction: Normal regression (Q1260697) (← links)
- Jackknifing in generalized linear models (Q1260723) (← links)
- On ARX(\(\infty)\) approximation (Q1263912) (← links)
- A paradox in least-squares estimation of linear regression models (Q1284063) (← links)
- Strong consistency of Bayes estimates in nonlinear stochastic regression models (Q1299387) (← links)
- The contraction of an isolated mono-component system (Q1326993) (← links)
- Weighted least squares estimates in linear regression models for processes with uncorrelated increments (Q1374641) (← links)
- Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs (Q1568264) (← links)
- Studies on consistency of LSE in China (Q1579994) (← links)
- Some contributions to M-estimation in linear models (Q1579995) (← links)
- Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors (Q1582374) (← links)
- Optimal designs for accelerated runs: Estimation of life time (Q1608682) (← links)
- Consistency of modified MLE in EV model with replicated observations (Q1609640) (← links)
- Asymptotic properties for LS estimators in EV regression model with dependent errors (Q1635013) (← links)
- Bootstrapping for multivariate linear regression models (Q1698265) (← links)
- Wavelet estimation in varying-coefficient partially linear regression models (Q1770067) (← links)
- Order of convergence of regression parameter estimates in models with infinite variance (Q1822874) (← links)
- On sequential estimation of parameters in semimartingale regression models with continuous time parameter. (Q1848915) (← links)
- Estimation and construction of confidence regions in regression models (Q1908373) (← links)
- Some strong consistency results in stochastic regression (Q2015068) (← links)
- A conversation with Tze Leung Lai (Q2038291) (← links)
- A combined invariant-subspace and subspace identification method for continuous-time state-space models using slowly sampled multi-sine-wave data (Q2125553) (← links)
- Consistency of MLE, LSE and M-estimation under mild conditions (Q2175648) (← links)
- Nonparametric inference for functional‐on‐scalar linear models applied to knee kinematic hop data after injury of the anterior cruciate ligament (Q4646963) (← links)
- Covariate Adjusted Correlation Analysis via Varying Coefficient Models (Q5467699) (← links)
- Complete convergence and complete moment convergence for maximal weighted sums of arrays of rowwise extended negatively dependent random variables with statistical applications (Q6049314) (← links)
- A stochastic contraction mapping theorem (Q6161346) (← links)
