Further study strong consistency of M estimator in linear model for -mixing random samples
DOI10.1007/S11424-011-8407-7zbMATH Open1269.93118OpenAlexW2161326195MaRDI QIDQ2392652FDOQ2392652
Authors: Qunying Wu 
Publication date: 2 August 2013
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-011-8407-7
Recommendations
- Strong consistency of \(M\) estimators in linear models for \(\widetilde{\rho}\) mixing samples
- Strong consistency of M estimators in linear models for mixing samples
- Strong consistency of M estimator in linear models for \(\widetilde{\varphi}\)-mixing samples
- scientific article; zbMATH DE number 1829751
- Strong consistency of \(M\) estimator in linear model
strong consistencylinear modelregression parametersmoment condition\(M\) estimator\(\tilde \rho\)-mixing random error
Sampled-data control/observation systems (93C57) Estimation and detection in stochastic control theory (93E10)
Cites Work
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Chover-type laws of the \(k\)-iterated logarithm for \(\tilde {\rho }\)-mixing sequences of random variables
- Almost-sure results for a class of dependent random variables
- Maximal inequalities and an invariance principle for a class of weakly dependent random variables
- On the residual lifelengths of the remaining components in an \(n - k+1\) out of \(n\) system
- On the spectral density and asymptotic normality of weakly dependent random fields
- Almost sure convergence for \(\tilde{\rho}\)-mixing random variable sequences
- Moment Conditions for Almost Sure Convergence of Weakly Correlated Random Variables
- Some strong limit theorems for weighted product sums of \(\widetilde{\rho}\)-mixing sequences of random variables
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
- Strong consistency of \(M\) estimator in linear model for negatively associated samples
- Symmetrised M-estimators of multivariate scatter
- Title not available (Why is that?)
- Strong consistency and exponential rate of the ``minimum \(L_ 1\)-norm estimates in linear regression models
- Variance of set-indexed sums of mixing random variables and weak convergence of set-indexed processes
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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
- Maximal Asymptotic Biases ofM-Estimators of Location with Preliminary Scale Estimates
Cited In (8)
- Strong consistency of M estimators in linear models for mixing samples
- On complete convergence for weighted sums of \(\rho^*\)-mixing random variables
- Strong consistency of \(M\) estimators in linear models for \(\widetilde{\rho}\) mixing samples
- Asymptotic properties of M estimators in classical linear models with φ -mixing random errors
- Strong consistency of M estimator in linear models for \(\widetilde{\varphi}\)-mixing samples
- The consistency for the estimators of semiparametric regression model based on weakly dependent errors
- Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors
- Strong convergence results for weighted sums of \({\tilde\rho}\)-mixing random variables
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