摘要
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.
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.
基金
Project supported by the National Natural Science Foundation of China.
