Strong consistency of \(M\) estimator in linear model for negatively associated samples

DOI10.1007/s11424-006-0592-4zbMath1123.62022OpenAlexW2149799531MaRDI QIDQ2461325

Qunying Wu

Publication date: 27 November 2007

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-006-0592-4

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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Bahadur representations of M-estimators and their applications in general linear models ⋮ Further study strong consistency of \(M\) estimator in linear model for \(\tilde \rho\)-mixing random samples ⋮ An almost sure central limit theorem for the weight function sequences of NA random variables ⋮ Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors ⋮ Chover's law of the iterated logarithm for negatively associated sequences ⋮ The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors ⋮ Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models ⋮ Asymptotic property of \(M\) estimator in classical linear models under dependent random errors ⋮ A law of the iterated logarithm of partial sums for NA random variables ⋮ On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors ⋮ The Strong Consistency ofMEstimator in a Linear Model for Negatively Dependent Random Samples

Cites Work

• Negative association of random variables, with applications
• Robust regression: Asymptotics, conjectures and Monte Carlo
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