Strong consistency of least squares estimates with i.i.d. errors with mean values not necessarily defined

DOI10.1080/02331888.2011.581759MaRDI QIDQ2863065zbMATH OpenOpenAlexFDO

Authors J. L. Da Silva, João Tiago Mexia

Publication date 21 November 2013

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2011.581759

zbMATH Keywords

strong consistencyregression modelsleast squares estimatesMarcinkiewicz-Zygmund lawundefined errors mean values

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 1465667 (Why is no real title available?)
• Convergence systems and strong consistency of least squares estimates in regression models
• Extension of Lai-Robbins-Wei's theorem
• Matrix Analysis
• Strong consistency of least squares estimates in multiple regression II
• Weak and strong consistency of the least squares estimators in regression models

Cited in

(12)

• Strong laws for weighted sums of widely orthant dependent random variables and applications
• On the rates of convergence for moments convergence in regression models
• On a class of linear regression methods
• Almost sure convergence for weighted sums of -mixing random variables with applications
• Complete convergence and complete moment convergence for maximal weighted sums of arrays of rowwise extended negatively dependent random variables with statistical applications
• On the strong consistency of ridge estimates
• Strong consistency of least squares estimates in multiple regression models with random regressors
• Some strong consistency results in stochastic regression
• scientific article; zbMATH DE number 4094608 (Why is no real title available?)
• On sufficient conditions for the strong consistency of least-squares estimates
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• Complete f -moment convergence for maximum of weighted sums of martingale differences and its statistical applications

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