Some strong consistency results in stochastic regression

DOI10.1016/J.JMVA.2014.04.022MaRDI QIDQ2015068zbMATH OpenOpenAlexFDO

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

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)

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
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• Asymptotic properties of least-squares estimates in stochastic regression models
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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
• scientific article; zbMATH DE number 883280 (Why is no real title available?)
• scientific article; zbMATH DE number 4113782 (Why is no real title available?)
• scientific article; zbMATH DE number 4094608 (Why is no real title available?)
• On sufficient conditions for the strong consistency of least-squares estimates
• Strong consistency under Gauss-Markov condition
• Strong consistency of the least squares estimator in regression models with adaptive learning

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