On the consistency of M-estimate in a linear model obtained through an estimating equation

DOI10.1016/0167-7152(92)90214-PMaRDI QIDQ1198992zbMATH OpenFDO

Authors Lincheng Zhao, C. R. Rao

Publication date 16 January 1993

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

consistencyestimating equationlinear modelGauss-Markov model

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 4011693 (Why is no real title available?)
• scientific article; zbMATH DE number 4109875 (Why is no real title available?)
• Asymptotic behavior of M-estimators for the linear model
• Weak and strong consistency of the least squares estimators in regression models

Cited in

(10)

• scientific article; zbMATH DE number 1553271 (Why is no real title available?)
• Strong consistency of M-estimates in linear models
• scientific article; zbMATH DE number 431884 (Why is no real title available?)
• scientific article; zbMATH DE number 1087960 (Why is no real title available?)
• Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
• Some contributions to M-estimation in linear models
• M-estimators of structural parameters in pseudolinear models.
• A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
• Sensitivity analysis of \(M\)-estimates
• On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors

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