Strong consistency of least squares estimates in multiple regression II

DOI10.1016/0047-259X(79)90093-9zbMath0416.62051MaRDI QIDQ754579

Tze Leung Lai, Herbert Robbins, Ching-Zong Wei

Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

generalized inverse; weak dependence; martingale difference sequence; multiple regression; moment restrictions; strong consistency of least squares estimates; weakly multiplicative sequence

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

60G42: Martingales with discrete parameter

60F15: Strong limit theorems

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