Strong consistency of least squares estimates in multiple regression II

T. L. Lai, Herbert Robbins and C. Z. Wei

Journal of Multivariate Analysis, 1979, vol. 9, issue 3, 343-361

Abstract: The strong consistency of least squares estimates in multiple regression models is established under minimal assumptions on the design and weak dependence and moment restrictions on the errors.

Keywords: Multiple; regression; strong; consistency; martingale; difference; sequence; weakly; multiplicative; sequence; generalized; inverse (search for similar items in EconPapers)
Date: 1979
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Citations: View citations in EconPapers (35)

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