Consistency of LS estimates of multiple regression under a lower order moment condition
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Publication:1908622
zbMath0842.62054MaRDI QIDQ1908622
Publication date: 4 March 1996
Published in: Science in China. Series A (Search for Journal in Brave)
weak consistency; necessary and sufficient conditions; finite moments; least squares estimate; random errors; multiple regression model
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
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