Validity of least-squares estimate in two nonparametric regression models
β Scribed by A. V. Ivanov
- Publisher
- Springer US
- Year
- 1976
- Tongue
- English
- Weight
- 517 KB
- Volume
- 12
- Category
- Article
- ISSN
- 1573-8337
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π SIMILAR VOLUMES
We consider the problem of estimating regression models of two-dimensional random fields. Asymptotic properties of the least squares estimator of the linear regression coefficients are studied for the case where the disturbance is a homogeneous random field with an absolutely continuous spectral dis
This note considers a paradox arising in the least-squares estimation of linear regression models in which the error terms are assumed to be i.i.d. and possess ΓΏnite rth moment, for r β [1; 2). We give a concrete example to show that the least-squares estimator of the slope parameter is inconsistent