Strong Consistency of Least-Squares Estimators in the Monotone Regression Model with Stochastic Regressors

N. Christopeit; G. Tosstorff

doi:10.1214/aos/1176350361

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Home > Journals > Ann. Statist. > Volume 15 > Issue 2 > Article

June, 1987 Strong Consistency of Least-Squares Estimators in the Monotone Regression Model with Stochastic Regressors

N. Christopeit, G. Tosstorff

Ann. Statist. 15(2): 568-586 (June, 1987). DOI: 10.1214/aos/1176350361

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Abstract

In this paper it is shown that in the monotone regression model the unknown regression function can be consistently estimated by the least-squares method.

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N. Christopeit. G. Tosstorff. "Strong Consistency of Least-Squares Estimators in the Monotone Regression Model with Stochastic Regressors." Ann. Statist. 15 (2) 568 - 586, June, 1987. https://doi.org/10.1214/aos/1176350361

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Published: June, 1987

First available in Project Euclid: 12 April 2007

zbMATH: 0631.62076

MathSciNet: MR888426

Digital Object Identifier: 10.1214/aos/1176350361

Subjects:

Primary: 62J02

Secondary: 62F12

Keywords: consistency , least-squares estimators , monotone regression , Nonlinear regression

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N. Christopeit, G. Tosstorff "Strong Consistency of Least-Squares Estimators in the Monotone Regression Model with Stochastic Regressors," The Annals of Statistics, Ann. Statist. 15(2), 568-586, (June, 1987)

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