Strong consistency of least squares estimates in multiple regression
- 1 July 1978
- journal article
- Published by Proceedings of the National Academy of Sciences in Proceedings of the National Academy of Sciences
- Vol. 75 (7) , 3034-3036
- https://doi.org/10.1073/pnas.75.7.3034
Abstract
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.Keywords
This publication has 1 reference indexed in Scilit:
- Strong consistency of least-squares estimates in regression modelsProceedings of the National Academy of Sciences, 1977