Consistency of LS estimates of multiple regression under a lower order moment condition

zbMATH Open0842.62054MaRDI QIDQ1908622FDOQ1908622

Authors: Xi-Ru Chen 

Publication date: 4 March 1996

Published in: Science in China. Series A (Search for Journal in Brave)

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zbMATH Keywords

finite momentsnecessary and sufficient conditionsweak consistencyleast squares estimaterandom errorsmultiple regression model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cited In (9)

• Title not available (Why is that?)
• QML estimators in linear regression models with functional coefficient autoregressive processes
• Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes
• Title not available (Why is that?)
• Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process
• Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses
• Jackknifed Liu estimator in linear regression models
• Consistency conditions on the least squares estimator in single common factor analysis model
• Studies on consistency of LSE in China

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