Under minimum assumptions on the stochastic regressors, strong consistency of Bayes estimates is established in stochastic regression models in two cases: (1) When the prior distribution is discrete, the p.d.f. f of i.i.d. random errors is assumed to have finite Fisher information I= & ( f $) 2 Γf
Consistency of M-Estimates in General Regression Models
β Scribed by F. Liese; I. Vajda
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 669 KB
- Volume
- 50
- Category
- Article
- ISSN
- 0047-259X
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