Open AccessStrong consistency of least squares estimates in multiple regression
Author(s) -
Tze Leung Lai,
Herbert Robbins,
Ching-Zong Wei
Publication year - 1978
Publication title -
proceedings of the national academy of sciences of the united states of america
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 5.011
H-Index - 771
eISSN - 1091-6490
pISSN - 0027-8424
DOI - 10.1073/pnas.75.7.3034
Subject(s) - statistics , consistency (knowledge bases) , regression , mathematics , regression analysis , least squares function approximation , least trimmed squares , econometrics , total least squares , estimator , geometry
The strong consistency of least squares estimates in multiple regression models with independent errors is obtained under minimal assumptions on the design and weak moment conditions on the errors.