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On Consistent Statistical Procedures in Regression

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Abstract

Necessary and sufficient conditions are provided for the existence of consistent statistical procedures in regression models with random predictors under various error assumptions

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Authors and Affiliations

  1. Department of Statistics and Applied Probability, The National University of Singapore, 6 Science Drive 2, Singapore, 117546, Singapore

    Yannis G. Yatracos

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  1. Yannis G. Yatracos
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Correspondence to Yannis G. Yatracos.

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Yatracos, Y.G. On Consistent Statistical Procedures in Regression. Ann Inst Stat Math 58, 379–387 (2006). https://doi.org/10.1007/s10463-005-0021-9

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  • DOI: https://doi.org/10.1007/s10463-005-0021-9

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