Consistent \(G_ 8\)-estimators for solutions of systems of linear algebraic equations. II. (English. Russian original) Zbl 0748.62017

Girko, V. L.

Theory Probab. Math. Stat. 43, 51-63 (1991); translation from Teor. Veroyatn. Mat. Stat., Kiev 43, 48-59 (1990).

Summary: [For part I see the preceding entry.]
\(G\)-consistency of estimators for regularized solutions of systems of linear algebraic equations (SLAE) \(Ax=b\) is proven provided that the number of independent observations on the matrix of coefficients \(A\) grows with the increase of the order of SLAE.

MSC:

62F12	Asymptotic properties of parametric estimators
15A06	Linear equations (linear algebraic aspects)

Keywords:

\(G\)-consistency; regularized solutions; systems of linear algebraic equations