Mean Square Consistency of Estimates of Linear Functions of Regression Coefficients |
Received:January 06, 1984 |
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Abstract: |
In this note we discuss the following problem: Whether or not there exists a non-linear mean-square consistent estimate of a linear function of regression coefficients, in case that a linear one does not exist? Example and counter-example are presented, togather with some conjectures related to this problem. |
Citation: |
DOI:10.3770/j.issn:1000-341X.1984.04.039 |
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