The Strong Consistency ofMEstimator in a Linear Model for Negatively Dependent Random Samples (Q3083797): Difference between revisions

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+Maximal Asymptotic Biases of<i>M</i>-Estimators of Location with Preliminary Scale Estimates
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+On the strong consistency of asymptotic \(M\)-estimators
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+Application of M-Estimators to Cross-Section Effect Models
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+A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
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+Robust regression: Asymptotics, conjectures and Monte Carlo
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+Negative association of random variables, with applications
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+On the almost sure growth rate of sums of lower negatively dependent nonnegative random variables
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+On Some Conditions for Complete Convergence for Arrays of Rowwise Negatively Dependent Random Variables
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+Some Concepts of Dependence
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+Symmetrised M-estimators of multivariate scatter
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+A strong law of large numbers for arrays of rowwise negatively dependent random variables
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+Strong consistency of \(M\) estimator in linear model for negatively associated samples
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+Strong consistency and exponential rate of the ``minimum \(L_ 1\)-norm'' estimates in linear regression models
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The Strong Consistency of<i>M</i>Estimator in a Linear Model for Negatively Dependent Random Samples (Q3083797): Difference between revisions

Latest revision as of 22:19, 3 July 2024

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Mathematics(1 entry)