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

MaRDI QIDQ1908622zbMATHFDO

Authors Xi-Ru Chen

Publication date 4 March 1996

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

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)

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(9)

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• QML estimators in linear regression models with functional coefficient autoregressive processes
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• Studies on consistency of LSE in China
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• Jackknifed Liu estimator in linear regression models
• Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes

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