On sufficient conditions for the strong consistency of least-squares estimates

DOI10.1080/02331888.2012.760096MaRDI QIDQ5169792zbMATH OpenOpenAlexFDO

Authors J. L. Da Silva

Publication date 11 July 2014

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2012.760096

zbMATH Keywords

least-squares estimatesregression modelsstrong consistency

Mathematics Subject Classification ID

Strong limit theorems (60F15) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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Cites work

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• Strong consistency of least squares estimates in multiple regression II
• Strong consistency of least squares estimates with i.i.d. errors with mean values not necessarily defined
• The Statistical Mechanics of Financial Markets
• Weak and strong consistency of the least squares estimators in regression models

Cited in

(42)

• Consistency conditions on the least squares estimator in single common factor analysis model
• Extension of Lai-Robbins-Wei's theorem
• Strong consistency of least squares estimates in linear regression models driven by semimartingales
• Strong consistency of the extended least squares method with nonlinear error transformation
• Strong consistency of least squares estimates and mean square regression
• Strong consistency of least squares estimates in polygonal regression with random explanatory variables
• On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models
• Consistency for the least squares estimator in nonlinear regression model
• Consistency for least squares regression estimators with infinite variance data
• Universally consistent estimation for stochastic regression models
• Consistency of LS estimates of multiple regression under a lower order moment condition
• Does adding data always improve linear regression estimates?
• Some strong consistency results in stochastic regression
• Strong and weak consistency of least squares estimators in simple linear EV regression models
• On the existence of strongly consistent indirect estimators when the binding function is compact valued
• Strong consistency of the least squares estimator in regression models with adaptive learning
• A note on the consistency of multidimensional exponential signals
• Convergence conditions of least squares estimate for biased models
• Strong consistency of least squares estimates with i.i.d. errors with mean values not necessarily defined
• Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors
• scientific article; zbMATH DE number 1004246 (Why is no real title available?)
• scientific article; zbMATH DE number 3858226 (Why is no real title available?)
• Strong consistency of estimates made by the method of orthogonal projections
• Strong consistency of minimum contrast estimators with applications
• scientific article; zbMATH DE number 3922504 (Why is no real title available?)
• scientific article; zbMATH DE number 3940483 (Why is no real title available?)
• scientific article; zbMATH DE number 4094608 (Why is no real title available?)
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• scientific article; zbMATH DE number 31263 (Why is no real title available?)
• scientific article; zbMATH DE number 176288 (Why is no real title available?)
• Strong consistency of least squares estimates in multiple regression models with random regressors
• scientific article; zbMATH DE number 2141408 (Why is no real title available?)
• scientific article; zbMATH DE number 1383487 (Why is no real title available?)
• Note on the strong consistency of the least squares estimator in nonlinear regression
• Consistency of the LSE in Linear regression with stationary noise
• scientific article; zbMATH DE number 2112978 (Why is no real title available?)
• On a strongly consistent estimator of the squared L₂-norm of a function
• scientific article; zbMATH DE number 889604 (Why is no real title available?)
• Strong consistency of LS estimator in simple linear EV regression models
• On the strong consistency of ridge estimates
• A note on the consistency of LS estimates in linear models
• Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models

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