Asymptotics of <i>M</i>‐estimator in multivariate linear regression models for a class of random errors (Q6139770)

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scientific article; zbMATH DE number 7780642
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Asymptotics of <i>M</i>‐estimator in multivariate linear regression models for a class of random errors
scientific article; zbMATH DE number 7780642

    Statements

    Asymptotics of <i>M</i>‐estimator in multivariate linear regression models for a class of random errors (English)
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    19 December 2023
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    almost sure convergence
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    asymptotic properties
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    Bernstein-type inequality
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    \(M\)-estimator
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    multivariate linear regression model
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    strong consistency
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