文章基本信息

标题：Strong consistency of least-squares estimates in regression models
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作者：T. L. Lai ; Herbert Robbins
期刊名称：Proceedings of the National Academy of Sciences
印刷版ISSN：0027-8424
电子版ISSN：1091-6490
出版年度：1977
卷号：74
期号：7
页码：2667-2669
DOI：10.1073/pnas.74.7.2667
语种：English
出版社：The National Academy of Sciences of the United States of America
摘要：A general theorem on the limiting behavior of certain weighted sums of i.i.d. random variables is obtained. This theorem is then applied to prove the strong consistency of least-squares estimates in linear and nonlinear regression models with i.i.d. errors under minimal assumptions on the design and weak moment conditions on the errors.
关键词：wide-sense martingales