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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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)- Some strong consistency results in stochastic regression
- 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 sufficient conditions for the strong consistency of least-squares estimates
- On the strong consistency of ridge estimates
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