CONSISTENCY OF LEAST SQUARES ESTIMATES IN LINEAR MODELS
X Chen · 1979
In this paper the LSE of the parameter β in the usual linear model yi=x_iβ+e_i,i=1,2, …, are considered. Under various conditions on the design sequence{x_i} and the error sequence {e_i}, the weak and strong consisteneies of LSE are investigated. (A more complete description of the problem and summarization of the results is given in the beginning lines.)