Strong consistency of least squares estimates with i.i.d. errors with mean values not necessarily defined
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Publication:2863065
DOI10.1080/02331888.2011.581759zbMATH Open1440.62274OpenAlexW2083532227MaRDI QIDQ2863065FDOQ2863065
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
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strong consistencyregression modelsleast squares estimatesMarcinkiewicz-Zygmund lawundefined errors mean values
Cites Work
- Matrix Analysis
- Weak and strong consistency of the least squares estimators in regression models
- Extension of Lai-Robbins-Wei's theorem
- Title not available (Why is that?)
- Strong consistency of least squares estimates in multiple regression II
- Convergence systems and strong consistency of least squares estimates in regression models
Cited In (10)
- On the Strong Consistency of Ridge Estimates
- On the rates of convergence for moments convergence in regression models
- On a class of linear regression methods
- Complete convergence and complete moment convergence for maximal weighted sums of arrays of rowwise extended negatively dependent random variables with statistical applications
- Strong consistency of least squares estimates in multiple regression models with random regressors
- Some strong consistency results in stochastic regression
- On sufficient conditions for the strong consistency of least-squares estimates
- Title not available (Why is that?)
- Title not available (Why is that?)
- Almost sure convergence for weighted sums of φ-mixing random variables with applications
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