IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v12y1982i2p186-198.html
   My bibliography  Save this article

Weak consistency of least-squares estimators in linear models

Author

Listed:
  • Kaffes, D.
  • Bhaskara Rao, M.

Abstract

Let Yn, n>=1, be a sequence of integrable random variables with EYn = xn1[beta]1 + xn2[beta]2 + ... + xnp[beta]p, where the xij's are known and [beta]T = ([beta]1, [beta]2,..., [beta]p) unknown. Let bn be the least-squares estimator of [beta] based on Y1, Y2,..., Yn. Weak consistency of bn, n>=1, has been considered in the literature under the assumption that each Yn is square integrable. In this paper, we study weak consistency of bn, n>=1, and associated rates of convergence under the minimal assumption that each Yn is integrable.

Suggested Citation

  • Kaffes, D. & Bhaskara Rao, M., 1982. "Weak consistency of least-squares estimators in linear models," Journal of Multivariate Analysis, Elsevier, vol. 12(2), pages 186-198, June.
    • Handle: RePEc:eee:jmvana:v:12:y:1982:i:2:p:186-198
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0047-259X(82)90014-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ko, Mi-Hwa, 2013. "On complete convergence for weighted sums of asymptotically linear negatively dependent random field," Statistics & Probability Letters, Elsevier, vol. 83(12), pages 2615-2620.
    2. Chen, Pingyan & Hao, Chunyan, 2011. "A remark on the law of the logarithm for weighted sums of random variables with multidimensional indices," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 1808-1812.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:12:y:1982:i:2:p:186-198. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.