{"id":"https://openalex.org/W2069694591","doi":"https://doi.org/10.1093/biomet/84.3.744","title":"Strong consistency in stochastic regression models via posterior covariance matrices","display_name":"Strong consistency in stochastic regression models via posterior covariance matrices","publication_year":1997,"publication_date":"1997-09-01","ids":{"openalex":"https://openalex.org/W2069694591","doi":"https://doi.org/10.1093/biomet/84.3.744","mag":"2069694591"},"language":"en","primary_location":{"id":"doi:10.1093/biomet/84.3.744","doi":"https://doi.org/10.1093/biomet/84.3.744","is_oa":false,"landing_page_url":"https://doi.org/10.1093/biomet/84.3.744","pdf_url":null,"source":{"id":"https://openalex.org/S172180718","display_name":"Biometrika","issn_l":"0006-3444","issn":["0006-3444","1464-3510"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","cwts-core","doyens","jufo-3","ki-jl-2","norway-2"],"host_organization":"https://openalex.org/P4310311648","host_organization_name":"Oxford University Press","host_organization_lineage":["https://openalex.org/P4310311648","https://openalex.org/P4310311647"],"host_organization_lineage_names":["Oxford University Press","University of Oxford"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Biometrika","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5081102685","display_name":"Inchi Hu","orcid":"https://orcid.org/0000-0002-1582-5297","observed_orcids":["https://orcid.org/0000-0002-1582-5297"]},"institutions":[{"id":"https://openalex.org/I200769079","display_name":"Hong Kong University of Science and Technology","ror":"https://ror.org/00q4vv597","country_code":"HK","type":"education","lineage":["https://openalex.org/I200769079"]}],"countries":["HK"],"is_corresponding":true,"raw_author_name":"I Hu","raw_affiliation_strings":["Department of Information and Systems Management, Hong Kong University of Science and Technology Clear Water Bay, Kowloon, Hong Kong","Department of Information and Systems Management, Hong Kong University of Science and TechnologyClear Water Bay, Kowloon, Hong Kong e-mail:"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Information and Systems Management, Hong Kong University of Science and Technology Clear Water Bay, Kowloon, Hong Kong","institution_ids":["https://openalex.org/I200769079"]},{"raw_affiliation_string":"Department of Information and Systems Management, Hong Kong University of Science and TechnologyClear Water Bay, Kowloon, Hong Kong e-mail:","institution_ids":["https://openalex.org/I200769079"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5081102685"],"corresponding_institution_ids":["https://openalex.org/I200769079"],"apc_list":{"value":2724,"currency":"GBP","value_usd":3592},"apc_paid":null,"fwci":0.8708,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":{"value":0.76745905,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":94},"biblio":{"volume":"84","issue":"3","first_page":"744","last_page":"749"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.4392000138759613,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.4392000138759613,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11236","display_name":"Control Systems and Identification","score":0.11209999769926071,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.10409999638795853,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/strong-consistency","display_name":"strong consistency","score":0.9850000143051147},{"id":"https://openalex.org/keywords/bayes-estimators","display_name":"Bayes estimators","score":0.9039999842643738},{"id":"https://openalex.org/keywords/stochastic-regression-models","display_name":"stochastic regression models","score":0.8029999732971191},{"id":"https://openalex.org/keywords/martingale-difference-sequences","display_name":"martingale difference sequences","score":0.8560000061988831},{"id":"https://openalex.org/keywords/sequential-design","display_name":"sequential design","score":0.777999997138977},{"id":"https://openalex.org/keywords/adaptive-control","display_name":"adaptive control","score":0.8100000023841858},{"id":"https://openalex.org/keywords/random-regressors","display_name":"random regressors","score":0.6639999747276306}],"concepts":[{"id":"https://openalex.org/C2776436953","wikidata":"https://www.wikidata.org/wiki/Q5163215","display_name":"Consistency (knowledge bases)","level":2,"score":0.7603892087936401},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7346776127815247},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.5782454013824463},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5777366161346436},{"id":"https://openalex.org/C83546350","wikidata":"https://www.wikidata.org/wiki/Q1139051","display_name":"Regression","level":2,"score":0.5207474231719971},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.44018983840942383},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.08609086275100708}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1093/biomet/84.3.744","doi":"https://doi.org/10.1093/biomet/84.3.744","is_oa":false,"landing_page_url":"https://doi.org/10.1093/biomet/84.3.744","pdf_url":null,"source":{"id":"https://openalex.org/S172180718","display_name":"Biometrika","issn_l":"0006-3444","issn":["0006-3444","1464-3510"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","cwts-core","doyens","jufo-3","ki-jl-2","norway-2"],"host_organization":"https://openalex.org/P4310311648","host_organization_name":"Oxford University Press","host_organization_lineage":["https://openalex.org/P4310311648","https://openalex.org/P4310311647"],"host_organization_lineage_names":["Oxford University Press","University of Oxford"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Biometrika","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":14,"referenced_works":["https://openalex.org/W1577337550","https://openalex.org/W1606299524","https://openalex.org/W1985086662","https://openalex.org/W2000352206","https://openalex.org/W2007316542","https://openalex.org/W2013868386","https://openalex.org/W2032687014","https://openalex.org/W2059384385","https://openalex.org/W2063240811","https://openalex.org/W2094537558","https://openalex.org/W2112227969","https://openalex.org/W2125860101","https://openalex.org/W2145049500","https://openalex.org/W2904011467"],"related_works":["https://openalex.org/W1603736412","https://openalex.org/W2788344745","https://openalex.org/W2062336688","https://openalex.org/W4304185162","https://openalex.org/W2061685118","https://openalex.org/W3006282800","https://openalex.org/W2462100143","https://openalex.org/W2910677864","https://openalex.org/W1922851888","https://openalex.org/W1770503332"],"abstract_inverted_index":{"In":[0],"this":[1],"paper":[2],"we":[3],"use":[4],"posterior":[5,50,58],"covariance":[6,51,59],"matrices":[7],"to":[8,32],"study":[9],"the":[10,24,47,57],"strong":[11,67],"consistency":[12,68],"of":[13,49],"Bayes":[14],"estimators":[15],"in":[16,65,70],"stochastic":[17,25,71],"regression":[18,72],"models":[19],"under":[20],"various":[21],"assumptions":[22],"on":[23],"regressors.":[26],"The":[27],"random":[28],"errors":[29],"are":[30,40,82],"assumed":[31],"form":[33],"a":[34,43,62],"martingale":[35],"difference":[36],"sequence.":[37],"Several":[38],"results":[39,54],"obtained":[41],"using":[42],"recursion":[44],"satisfied":[45],"by":[46],"sequence":[48],"matrices.":[52],"These":[53],"suggest":[55],"that":[56],"matrix":[60],"is":[61],"useful":[63],"tool":[64],"studying":[66],"problems":[69],"models.":[73],"Three":[74],"examples":[75],"from":[76],"sequential":[77],"design":[78],"and":[79],"adaptive":[80],"control":[81],"discussed.":[83]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2018,"cited_by_count":1}],"updated_date":"2026-08-21T09:56:20.448147","created_date":"2025-10-10T00:00:00"}
