Some strong consistency results in stochastic regression

DOI10.1016/J.JMVA.2014.04.022zbMATH Open1291.62131OpenAlexW2033124189MaRDI QIDQ2015068FDOQ2015068

Authors: J. L. Da Silva 

Publication date: 18 June 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.04.022

Recommendations

• On sufficient conditions for the strong consistency of least-squares estimates
• Strong consistency of least squares estimates in multiple regression models with random regressors
• On the strong consistency of ridge estimates
• Asymptotic properties of least-squares estimates in stochastic regression models
• Strong consistency of least squares estimates with i.i.d. errors with mean values not necessarily defined

zbMATH Keywords

strong consistencyleast-squares estimatesstochastic regression modelsridge estimates

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Strong limit theorems (60F15)

Cites Work

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• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
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• Ridge regression:some simulations
• Limiting behavior of weighted sums of independent random variables
• Maximal inequalities of weak type
• Weak and strong consistency of the least squares estimators in regression models
• A further theoretical result for generalized ridge regression estimators
• Strong consistency of least squares estimates in dynamic models
• Asymptotic properties of least-squares estimates in stochastic regression models
• Extension of Lai-Robbins-Wei's theorem
• A simulation study of ridge and other regression estimators
• An inequality for a sum of quadratic forms with applications to probability theory
• Strong consistency of least squares estimates with i.i.d. errors with mean values not necessarily defined
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• Strong consistency of least squares estimates in multiple regression II
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• Convergence systems and strong consistency of least squares estimates in regression models
• Simulation and Extension of a Minimum Mean Squared Error Estimator in Comparison with Stein's

Cited In (11)

• Strong consistency of estimates made by the method of orthogonal projections
• Consistency of the LSE in Linear regression with stationary noise
• Universally consistent estimation for stochastic regression models
• On the strong consistency of ridge estimates
• Strong consistency of least squares estimates in multiple regression models with random regressors
• Title not available (Why is that?)
• Title not available (Why is that?)
• On sufficient conditions for the strong consistency of least-squares estimates
• Title not available (Why is that?)
• Strong consistency under Gauss-Markov condition
• Strong consistency of the least squares estimator in regression models with adaptive learning

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