Consistency of the least squares and Gauss-Markov estimators in regression models

Author:

Drygas Hilmar

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference16 articles.

1. Bose, R.C.: The fundamental theorem of linear estimation. Proc. first Indian math. Congress (1944), Part III, 2?3, resp. 4?5 in other print.

2. Cramér, H.: Mathematical methods of Statistics, 7th ed. Princeton Univ. Press 1957.

3. Drygas, H.: On a generalization of the Farkas' theorem. Unternehmensforschung 13, 283?290 (1969).

4. - Gauss-Markov estimation and best linear minimum bias estimation. Report Nr. 91 of Studiengruppe fÜr Systemforschung. Heidelberg, May 1969.

5. Eicker, F.: Asymptotic normality and consistency of least squares estimators for families of linear regressions. Ann. math. Statistics 34, 447?456 (1963).

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