The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors
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Publication:2412818
DOI10.1007/s13398-016-0333-zzbMath1377.62086OpenAlexW2518358510MaRDI QIDQ2412818
Xin Deng, Rui Wang, Xue-jun Wang, Shi-jie Wang
Publication date: 27 October 2017
Published in: Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13398-016-0333-z
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Strong limit theorems (60F15)
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Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications, Asymptotic properties of M estimators in classical linear models with φ -mixing random errors
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