Strong consistency under Gauss-Markov Condition

Strong consistency under Gauss-Markov Condition

a linear model,be the LS estimate ofDenote by u, the (1,1) -element ofAssume that Eet=0 and {ei} obeys theGauss-Markov conditionIt is shown thatis a sufficient condition forto be strongly consistent. This condition is accurate in the sense that for any0, the conditionceases to be sufficient. Some re...

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Veröffentlicht in:中国科学：数学英文版 1996 (2), p.137-147
1. Verfasser: 陈希孺 金明仲
Format: Artikel
Sprache:eng
Schlagworte:
condition
consistency
estimate
Gauss-Markov
linear
strong
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Beschreibung
Zusammenfassung:a linear model,be the LS estimate ofDenote by u, the (1,1) -element ofAssume that Eet=0 and {ei} obeys theGauss-Markov conditionIt is shown thatis a sufficient condition forto be strongly consistent. This condition is accurate in the sense that for any0, the conditionceases to be sufficient. Some remarks are made concerning the necessary and/orsufficient condition for to be strongly consistent.
ISSN:1674-7283
1869-1862