๐”– Bobbio Scriptorium
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Convergence systems and strong consistency of least squares estimates in regression models

โœ Scribed by Chen Gui-Jing; T.L Lai; C.Z Wei


Publisher
Elsevier Science
Year
1981
Tongue
English
Weight
632 KB
Volume
11
Category
Article
ISSN
0047-259X

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โœ Inchi Hu ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 517 KB

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 ร‚f