Strong consistency of least-squares estimates in regression models

DOI10.1073/PNAS.74.7.2667zbMATH Open0359.62051OpenAlexW2026810357WikidataQ35033157 ScholiaQ35033157MaRDI QIDQ4131464FDOQ4131464

Authors: Tze Leung Lai, Herbert Robbins 

Publication date: 1977

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.74.7.2667

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited In (8)

• Strong consistency of least squares estimates in linear regression models driven by semimartingales
• Iterated least squares in multiperiod control
• Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes
• Convergence systems and strong consistency of least squares estimates in regression models
• Extension of Lai-Robbins-Wei's theorem
• On consistent statistical procedures in regression
• Strong consistency of least squares estimates in multiple regression II
• A nonparametric procedure for blind image deblurring

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