Strong Consistency of Bayes Estimates in Stochastic Regression Models
نویسندگان
چکیده
منابع مشابه
Strong consistency of least-squares estimates in regression models.
A general theorem on the limiting behavior of certain weighted sums of i.i.d. random variables is obtained. This theorem is then applied to prove the strong consistency of least-squares estimates in linear and nonlinear regression models with i.i.d. errors under minimal assumptions on the design and weak moment conditions on the errors.
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1996
ISSN: 0047-259X
DOI: 10.1006/jmva.1996.0030