On Strongly Consistent Estimates of Regression Coefficients when the Errors are not Independently and Identically Distributed.

Abstract

In this paper, the author proposes two methods of estimation of the regression coefficients when the errors are not distributed identically and independently and are of nonzero mean. The estimates provided in this paper are shown to be strongly consistent and mean square consistent.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1986
Accession Number
ADA170076

Entities

People

  • Yuehua Wu

Organizations

  • University of Pittsburgh

Tags

DTIC Thesaurus Topics

  • Air Force
  • Air Force Facilities
  • Chebyshev Approximations
  • Coefficients
  • Consistency
  • Governments
  • Multivariate Analysis
  • National Governments
  • Numbers
  • Random Variables
  • Real Numbers
  • Scientific Research
  • Sequences
  • Stationary
  • United States
  • United States Government

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  • Statistical inference.