Least squares estimator consistency: a geometric approach
João Tiago Mexia ; João Lita da Silva
Discussiones Mathematicae Probability and Statistics, Tome 26 (2006), p. 19-45 / Harvested from The Polish Digital Mathematics Library
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Consistency of LSE estimator in linear models is studied assuming that the error vector has radial symmetry. Generalized polar coordinates and algebraic assumptions on the design matrix are considered in the results that are established.

Publié le : 2006-01-01
EUDML-ID : urn:eudml:doc:277028 
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João Tiago Mexia; João Lita da Silva. Least squares estimator consistency: a geometric approach. Discussiones Mathematicae Probability and Statistics, Tome 26 (2006) pp. 19-45. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1073/

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