Strong consistency of least squares estimates in multiple regression II

DOI10.1016/0047-259X(79)90093-9zbMath0416.62051OpenAlexW2013868386MaRDI QIDQ754579

Herbert Robbins, Ching-Zong Wei, Tze Leung Lai

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1016/0047-259x(79)90093-9

zbMATH Keywords

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

Mathematics Subject Classification ID

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

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