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Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions

✍ Scribed by Eicker, F.


Book ID
126887852
Publisher
Institute of Mathematical Statistics
Year
1963
Weight
847 KB
Volume
34
Category
Article
ISSN
0003-4851

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The derivation of the asymptotic normality LSE's under univariate non-linear regression models is presented based on the weak convergence of the natural random ΓΏeld generated by the sum of squared residuals. Some examples, showing that neglecting the condition of uniform convergence leads to serious