Strong Consistency of Least-Squares Estimators in the Monotone Regression Model with Stochastic Regressors
Christopeit, N. ; Tosstorff, G.
Ann. Statist., Tome 15 (1987) no. 1, p. 568-586 / Harvested from Project Euclid
In this paper it is shown that in the monotone regression model the unknown regression function can be consistently estimated by the least-squares method.
Publié le : 1987-06-14
Classification:  Consistency,  least-squares estimators,  nonlinear regression,  monotone regression,  62J02,  62F12
@article{1176350361,
     author = {Christopeit, N. and Tosstorff, G.},
     title = {Strong Consistency of Least-Squares Estimators in the Monotone Regression Model with Stochastic Regressors},
     journal = {Ann. Statist.},
     volume = {15},
     number = {1},
     year = {1987},
     pages = { 568-586},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350361}
}
Christopeit, N.; Tosstorff, G. Strong Consistency of Least-Squares Estimators in the Monotone Regression Model with Stochastic Regressors. Ann. Statist., Tome 15 (1987) no. 1, pp.  568-586. http://gdmltest.u-ga.fr/item/1176350361/