Extension of Lai-Robbins-Wei's theorem

DOI10.1007/BF01883887MaRDI QIDQ1079902zbMATH OpenFDO

Authors Guijing Chen

Publication date 1984

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

strong consistencylinear modelsmartingale difference sequenceleast squares estimatesLai-Robbins-Wei's theoremprogression coefficients

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3664214 (Why is no real title available?)
• scientific article; zbMATH DE number 3502497 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• Strong consistency of least squares estimates in dynamic models
• Strong consistency of least squares estimates in multiple regression II
• Strong consistency of least squares estimates in normal linear regression
• Strong consistency of least-squares estimates in regression models
• Weak and strong consistency of the least squares estimators in regression models

Cited in

(5)

• Strong consistency of least squares estimates with i.i.d. errors with mean values not necessarily defined
• Extending the FCLT version of \(L=\lambda W\)
• On the strong consistency of ridge estimates
• Some strong consistency results in stochastic regression
• On sufficient conditions for the strong consistency of least-squares estimates

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