ArticleOriginal scientific text
Title
Least squares estimator consistency: a geometric approach
Authors 1, 1
Affiliations
- Universidade Nova de Lisboa, Departamento de Matemática da Faculdade de Ciências e Tecnologia Quinta da Torre, 2825-114 Monte da Caparica, Portugal
Abstract
Consistency of LSE estimator in linear models is studied assuming that the error vector has radial symmetry. Generalized polar coordinates and algebraic assumptions on the design matrix are considered in the results that are established.
Keywords
linear models, least squares estimator, consistency, radial symmetry, generalized polar coordinates
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Pages:
19-45
Main language of publication
English
Received
2005-09-09
Published
2006
DOI: 10.7151/dmps.1073
Exact and natural sciences