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A new class of disturbance estimators in the general linear model

✍ Scribed by C. Dubbelman; A. P. J. Abrahamse; J. Koerts


Book ID
115224576
Publisher
John Wiley and Sons
Year
1972
Tongue
English
Weight
692 KB
Volume
26
Category
Article
ISSN
0039-0402

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✍ Hong-Zhi An; Fred J Hickernell; Li-Xing Zhu πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 349 KB

In this paper we propose a new approach for estimating the unknown parameter in the stochastic linear regressive model with stationary ergodic sequence of covariates. Under mild conditions on the joint distribution of the covariate and the error, the estimator constructed is shown to be strongly con