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Strong consistency of least squares estimates in multiple regression II |
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| Authors: | T.L Lai Herbert Robbins C.Z Wei |
| Affiliation: | Columbia University USA |
| Abstract: | The strong consistency of least squares estimates in multiple regression models is established under minimal assumptions on the design and weak dependence and moment restrictions on the errors. |
| Keywords: | 62J05 60F15 Multiple regression strong consistency martingale difference sequence weakly multiplicative sequence generalized inverse |
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