Extension of Lai-Robbins-Wei's theorem

DOI10.1007/BF01883887zbMATH Open0598.62078MaRDI QIDQ1079902FDOQ1079902

Authors: Guijing Chen 

Publication date: 1984

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

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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)

Cites Work

• Linear Statistical Inference and its Applications
• Title not available (Why is that?)
• Weak and strong consistency of the least squares estimators in regression models
• Strong consistency of least squares estimates in dynamic models
• Strong consistency of least squares estimates in normal linear regression
• Strong consistency of least squares estimates in multiple regression II
• Strong consistency of least-squares estimates in regression models
• Title not available (Why is that?)

Cited In (5)

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

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