Reply With Quote*push*
No one? I thought this is a standard technique ?
Dear all,
It is stated e.g. in [Seber – Nonlin] that to prove consistency of an estimatorit is sufficient to prove that the true value
uniquely minimize the averaged sum of squares
.
Could somebody give a hint how to prove this statement or maybe a link to a good book. (I have the original paper from Amemiya 1973 but this is a little bit too difficult for me)
Last edited by Jacov; 05-15-2012 at 08:50 AM.
*push*
No one? I thought this is a standard technique ?
Posting Permissions
|
|