On Strongly Consistent Estimates of Regression Coefficients when the Errors are not Independently and Identically Distributed.
PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS
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In this paper, the author proposes two methods of estimation of the regression coefficients when the errors are not distributed identically and independently and are of nonzero mean. The estimates provided in this paper are shown to be strongly consistent and mean square consistent.
- Statistics and Probability