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Kybernetika 28(2):129-139, 1992.

Consistency of an Estimate in Linear Regression with non-Negative Errors

Karel Zvára


Abstract:

For a linear regression model with non-negative errors the method of regression coefficients estimation, that origins in Anděl's procedure for AR(2), is described. The strong consistency of the estimate is proved.


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BIB TeX

@article{kyb:1992:2:129-139,

author = {Zv\'{a}ra, Karel },

title = {Consistency of an Estimate in Linear Regression with non-Negative Errors},

journal = {Kybernetika},

volume = {28},

year = {1992},

number = {2},

pages = {129-139}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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