Weak and strong consistency of the least squares estimators in regression models

Cites Work

Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
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Consistency of the least squares and Gauss-Markov estimators in regression models

Cited In (41)

Strong consistency of least squares estimates with i.i.d. errors with mean values not necessarily defined
Strong consistency of least squares estimates in linear regression models driven by semimartingales
On strongly consistent estimates of regression coefficients when the errors are not independently and identically distributed
Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
Linear least squares estimation of regression models for two-dimensional random fields
Jackknifing in generalized linear models
A stochastic contraction mapping theorem
Almost sure convergence for weighted sums of \(\varphi\)-mixing random variables with applications
Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes
A paradox in least-squares estimation of linear regression models
Estimation of fractal dimension and fractal curvatures from digital images
Estimation and construction of confidence regions in regression models
Asymptotic properties of projections with applications to stochastic regression problems
Convergence systems and strong consistency of least squares estimates in regression models
Consistent directions for least-squares estimates
Some contributions to M-estimation in linear models
Consistency of regression estimates when some variables are subject to error
QML estimators in linear regression models with functional coefficient autoregressive processes
On asymptotically optimal estimates for general observations
Asymptotic properties of quasi-maximum likelihood estimates in generalized linear models
A generalized diagonal ridge-type estimator in linear regression
Detection of long range dependence in the time domain for (in)finite-variance time series
Some strong consistency results in stochastic regression
Asymptotic properties of least squares estimation with fuzzy observations
Extension of Lai-Robbins-Wei's theorem
On consistent statistical procedures in regression
Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with adaptive designs
Model selection by multiple test procedures
Strong consistency of Lasso estimators
Regression with autoregressive errors-some asymptotic results
On sufficient conditions for the strong consistency of least-squares estimates
Asymptotic normality of LS estimate in simple linear EV regression model
Homeostasis phenomenon in conformal prediction and predictive distribution functions
On the consistency of M-estimate in a linear model obtained through an estimating equation
Strong consistency of least squares estimates in multiple regression II
Weak consistency of least-squares estimators in linear models
On weak consistency in linear models with equi-correlated random errors
Studies on consistency of LSE in China
Weighted least squares estimates in linear regression models for processes with uncorrelated increments
On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models

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