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Strong consistency of M-estimates in linear models

✍ Scribed by X.R. Chen; Y.H. Wu


Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
666 KB
Volume
27
Category
Article
ISSN
0047-259X

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Strong Consistency of Bayes Estimates in
✍ Inchi Hu πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 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 Γ‚f