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

被引：0

作者：

da Silva, Joao Lita ^{[1
,2
]}

机构：

[1] Univ Nova Lisboa, Fac Sci & Technol, Dept Math, P-2829516 Quinta Da Torre, Caparica, Portugal

[2] Univ Nova Lisboa, Fac Sci & Technol, CMA, P-2829516 Quinta Da Torre, Caparica, Portugal

来源：

STATISTICS | 2014年 / 48卷 / 03期

关键词：

strong consistency; regression models; least-squares estimates; 60F15; REGRESSION-MODELS;

D O I：

10.1080/02331888.2012.760096

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The strong consistency of the least-squares estimates in regression models is obtained when the errors are i.i.d. with absolute moment of order r, 0 < r <= 2. The assumptions presented for the random error sequence will permit us to obtain improvements of the conditions on the regressors in order to obtain the strong consistency of the least-squares estimates in linear and nonlinear regression models.

引用

页码：657 / 667

页数：11

共 50 条

[41] STRONG CONSISTENCY OF M-ESTIMATES OF MULTIPLE REGRESSION COEFFICIENTS
CHEN Xiru (Graduate School of the Chinese Academy of Sciences
Systems Science and Mathematical Sciences, 1995, (01) : 82 - 87
[42] Consistency of the total least squares estimator in the linear errors-in-variables regression
Shklyar, Sergiy
MODERN STOCHASTICS-THEORY AND APPLICATIONS, 2018, 5 (03): : 247 - 295
[43] Strong consistency of Bayes estimates in nonlinear stochastic regression models
Hu, IC
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1998, 67 (01) : 155 - 163
[44] A NECESSARY AND SUFFICIENT CONDITION FOR THE STRONG CONSISTENCY OF A FAMILY OF ESTIMATORS OF THE COMMON ODDS RATIO
YU, KF
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1995, 23 (02): : 215 - 225
[45] Least-Squares Estimation for the Subcritical Heston Model Based on Continuous-Time Observations
Mátyás Barczy
Balázs Nyul
Gyula Pap
Journal of Statistical Theory and Practice, 2019, 13
[46] Least-Squares Estimation for the Subcritical Heston Model Based on Continuous-Time Observations
Barczy, Matyas
Nyul, Balas
Pap, Gyula
JOURNAL OF STATISTICAL THEORY AND PRACTICE, 2019, 13 (01)
[47] Strong consistency of maximum quasi-likelihood estimates in generalized linear models
YIN Changming & ZHAO Lincheng Department of Statistics and Finance
Science China Mathematics, 2005, (08) : 1009 - 1014
[48] Strong consistency of maximum quasi-likelihood estimates in generalized linear models
Changming Yin
Lincheng Zhao
Science in China Series A: Mathematics, 2005, 48 : 1009 - 1014
[49] Strong consistency of maximum quasi-likelihood estimates in generalized linear models
Yin, CM
Zhao, LC
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2005, 48 (08): : 1009 - 1014
[50] Analysis of the rate of convergence of least squares neural network regression estimates in case of measurement errors
Kohler, Michael
Mehnert, Jens
NEURAL NETWORKS, 2011, 24 (03) : 273 - 279

← 1 2 3 4 5 →