Further study strong consistency of M estimator in linear model for -mixing random samples
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Recommendations
- Strong consistency of \(M\) estimators in linear models for \(\widetilde{\rho}\) mixing samples
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- scientific article; zbMATH DE number 1829751
- Strong consistency of \(M\) estimator in linear model
Cites work
- scientific article; zbMATH DE number 1762041 (Why is no real title available?)
- scientific article; zbMATH DE number 1829751 (Why is no real title available?)
- scientific article; zbMATH DE number 1861522 (Why is no real title available?)
- scientific article; zbMATH DE number 801102 (Why is no real title available?)
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
- Almost sure convergence for \(\tilde{\rho}\)-mixing random variable sequences
- Almost-sure results for a class of dependent random variables
- Application of M-Estimators to Cross-Section Effect Models
- Chover-type laws of the \(k\)-iterated logarithm for \(\tilde {\rho }\)-mixing sequences of random variables
- Maximal Asymptotic Biases ofM-Estimators of Location with Preliminary Scale Estimates
- Maximal inequalities and an invariance principle for a class of weakly dependent random variables
- Moment Conditions for Almost Sure Convergence of Weakly Correlated 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
- On the strong consistency of asymptotic \(M\)-estimators
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Some strong limit theorems for weighted product sums of \(\widetilde{\rho}\)-mixing sequences of random variables
- Strong consistency and exponential rate of the ``minimum \(L_ 1\)-norm estimates in linear regression models
- Strong consistency of \(M\) estimator in linear model for negatively associated samples
- Symmetrised M-estimators of multivariate scatter
- Variance of set-indexed sums of mixing random variables and weak convergence of set-indexed processes
Cited in
(8)- Strong consistency of M estimators in linear models for mixing samples
- Asymptotic properties of M estimators in classical linear models with φ -mixing random errors
- Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors
- Strong consistency of \(M\) estimators in linear models for \(\widetilde{\rho}\) mixing samples
- The consistency for the estimators of semiparametric regression model based on weakly dependent errors
- Strong convergence results for weighted sums of \({\tilde\rho}\)-mixing random variables
- Strong consistency of M estimator in linear models for \(\widetilde{\varphi}\)-mixing samples
- On complete convergence for weighted sums of \(\rho^*\)-mixing random variables
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