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- W2013222898 abstract "Let Yn, n≥1, be a sequence of integrable random variables with EYn = xn1β1 + xn2β2 + … + xnpβp, where the xij's are known and βT = (β1, β2,…, βp) unknown. Let bn be the least-squares estimator of β based on Y1, Y2,…, Yn. Weak consistency of bn, n≥1, has been considered in the literature under the assumption that each Yn is square integrable. In this paper, we study weak consistency of bn, n≥1, and associated rates of convergence under the minimal assumption that each Yn is integrable." @default.
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- W2013222898 date "1982-06-01" @default.
- W2013222898 modified "2023-09-27" @default.
- W2013222898 title "Weak consistency of least-squares estimators in linear models" @default.
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