Weak and strong consistency of the least squares estimators in regression models
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Cites work
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- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
- Consistency of the least squares and Gauss-Markov estimators in regression models
Cited in
(41)- On strongly consistent estimates of regression coefficients when the errors are not independently and identically distributed
- Strong consistency of least squares estimates in linear regression models driven by semimartingales
- Strong consistency of least squares estimates with i.i.d. errors with mean values not necessarily defined
- 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
- Some strong consistency results in stochastic regression
- Asymptotic properties of least squares estimation with fuzzy observations
- A generalized diagonal ridge-type estimator in linear regression
- Detection of long range dependence in the time domain for (in)finite-variance time series
- 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
- Strong consistency of Lasso estimators
- Model selection by multiple test procedures
- Regression with autoregressive errors-some asymptotic results
- Asymptotic normality of LS estimate in simple linear EV regression model
- On sufficient conditions for the strong consistency of least-squares estimates
- 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
- On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models
- Weighted least squares estimates in linear regression models for processes with uncorrelated increments
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