Strong consistency of least squares estimates in multiple regression II

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

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Martingales with discrete parameter (60G42) Strong limit theorems (60F15)

Cites Work

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Moment inequalities for S n under general dependence restrictions, with applications
Weak and strong consistency of the least squares estimators in regression models
Strong consistency of least squares estimates in multiple regression
Strong consistency of least squares estimates in normal linear regression
Strong consistency of least-squares estimates in regression models
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Cited In (76)

Optimal experimental design and some related control problems
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
Order of convergence of regression parameter estimates in models with infinite variance
Asymptotic results with generalized estimating equations for longitudinal data
On consistency of LS estimators in the errors-in-variable regression model
Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
On ARX(\(\infty)\) approximation
Linear least squares estimation of regression models for two-dimensional random fields
Jackknifing in generalized linear models
On the strong law of large numbers for multivariate martingales
On the bootstrap in misspecified regression models.
Wavelet estimation in varying-coefficient partially linear regression models
Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
Almost sure convergence for weighted sums of \(\varphi\)-mixing random variables with applications
Model selection and prediction: Normal regression
Consistency of modified MLE in EV model with replicated observations
Linear EV model with replicate observations on independent variables
Strong consistency of least-squares estimation in linear regression models with vague concepts
Asymptotic properties for LS estimators in EV regression model with dependent errors
A paradox in least-squares estimation of linear regression models
Asymptotic properties of projections with applications to stochastic regression problems
Convergence systems and strong consistency of least squares estimates in regression models
A conversation with Tze Leung Lai
Strong consistency of Bayes estimates in nonlinear stochastic regression models
On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
Some contributions to M-estimation in linear models
Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data
Optimal designs for accelerated runs: Estimation of life time
Covariate Adjusted Correlation Analysis via Varying Coefficient Models
Asymptotic properties of quasi-maximum likelihood estimates in generalized linear models
Parameter estimates in random intercept mixed effects model for repeated measures
A class of estimators of the parameters in linear regression with censored data
An extension of Lai and Wei's law of the iterated logarithm with applications to time series analysis and regression
Bootstrapping for multivariate linear regression models
Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
The M-estimation in a multi-phase random nonlinear model
Extension of Lai-Robbins-Wei's theorem
Sequential estimation in generalized linear models when covariates are subject to errors
Lacunary systems and generalized linear processes
The contraction of an isolated mono-component system
Partial covariate adjusted regression
Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs
Conditional least squares estimation in nonstationary nonlinear stochastic regression models
CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS
On resampling techniques for regression models
Nonparametric inference for functional‐on‐scalar linear models applied to knee kinematic hop data after injury of the anterior cruciate ligament
Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
On sufficient conditions for the strong consistency of least-squares estimates
Provably safe and robust learning-based model predictive control
The strong consistency of M-estimators in linear models
Deviance matrix factorization
Data-based analysis of discrete-time linear systems in noisy environment: controllability and observability
Profile inference on partially linear varying-coefficient errors-in-variables models under restricted condition
Stochastic approximation
Studies on consistency of LSE in China
A profile-type smoothed score function for a varying coefficient partially linear model
Weighted least squares estimates in linear regression models for processes with uncorrelated increments
Inference for covariate adjusted regression via varying coefficient models
On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models
Strong consistency of the general rank estimator
Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications
A combined invariant-subspace and subspace identification method for continuous-time state-space models using slowly sampled multi-sine-wave data
A stochastic contraction mapping theorem
MDP for estimators in EV regression models with α-mixing errors
Complete convergence and complete moment convergence for maximal weighted sums of arrays of rowwise extended negatively dependent random variables with statistical applications
SEQUENTIAL FIXED-PRECISION ESTIMATION IN STOCHASTIC LINEAR REGRESSION MODELS
Semiparametric modeling of labeled-cell kinetics, with application to isotope labeling of erythrocytes
Estimation and construction of confidence regions in regression models
On the strong consistency of ridge estimates
Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications
Some strong consistency results in stochastic regression
Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with adaptive designs
Asymptotic normality of LS estimate in simple linear EV regression model
Consistency of MLE, LSE and M-estimation under mild conditions

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