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  • 标题:Strong consistency of least-squares estimates in regression models
  • 本地全文:下载
  • 作者:T. L. Lai ; Herbert Robbins
  • 期刊名称:Proceedings of the National Academy of Sciences
  • 印刷版ISSN:0027-8424
  • 电子版ISSN:1091-6490
  • 出版年度:1977
  • 卷号:74
  • 期号:7
  • 页码:2667-2669
  • DOI:10.1073/pnas.74.7.2667
  • 语种:English
  • 出版社:The National Academy of Sciences of the United States of America
  • 摘要: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.
  • 关键词:wide-sense martingales
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