Strong consistency of least squares estimates in multiple regression II

DOI10.1016/0047-259X(79)90093-9MaRDI QIDQ754579zbMATHOpenAlexFDO

Authors Tze Leung Lai, Ching-Zong Wei, Herbert Robbins

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

weak dependencegeneralized inversemartingale difference sequencemultiple regressionmoment restrictionsstrong consistency of least squares estimatesweakly 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

• scientific article; zbMATH DE number 3427971 (Why is no real title available?)
• scientific article; zbMATH DE number 3223275 (Why is no real title available?)
• Moment inequalities for S n under general dependence restrictions, with applications
• 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
• Weak and strong consistency of the least squares estimators in regression models

Cited in

(76)

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• Asymptotic normality of LS estimate in simple linear EV regression model
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• A conversation with Tze Leung Lai
• Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs
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• Wavelet estimation in varying-coefficient partially linear regression models
• Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
• Asymptotic properties of quasi-maximum likelihood estimates in generalized linear models
• On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
• Asymptotic properties for LS estimators in EV regression model with dependent errors
• Provably safe and robust learning-based model predictive control
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• Nonparametric inference for functional‐on‐scalar linear models applied to knee kinematic hop data after injury of the anterior cruciate ligament
• Data-based analysis of discrete-time linear systems in noisy environment: controllability and observability
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• Almost sure convergence for weighted sums of \(\varphi\)-mixing random variables with applications
• Covariate Adjusted Correlation Analysis via Varying Coefficient Models
• On strongly consistent estimates of regression coefficients when the errors are not independently and identically distributed
• Strong consistency of least-squares estimation in linear regression models with vague concepts

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