Weak consistency of estimators in linear regression model (Q2913245)
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scientific article; zbMATH DE number 6086818
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| English | Weak consistency of estimators in linear regression model |
scientific article; zbMATH DE number 6086818 |
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Weak consistency of estimators in linear regression model (English)
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26 September 2012
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linear regression
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weak consistency
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\(L_{2}\)-convergence
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The Weak consistency of M estimators of the regression coefficients in linear regression models is proved and the form of its rate is determined. Some natural conditions on the error terms and covariates are assumed. \(L_{2}\)-convergence is used for proving the statements.
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0.8923515677452087
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0.8604957461357117
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