Strong consistency of \(M\) estimator in linear model for negatively associated samples

DOI10.1007/s11424-006-0592-4zbMath1123.62022MaRDI QIDQ2461325

Qunying Wu

Publication date: 27 November 2007

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-006-0592-4

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J05: Linear regression; mixed models

Related Items

An almost sure central limit theorem for the weight function sequences of NA random variables, Chover's law of the iterated logarithm for negatively associated sequences, Asymptotic property of \(M\) estimator in classical linear models under dependent random errors, Further study strong consistency of \(M\) estimator in linear model for \(\tilde \rho\)-mixing random samples, The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors, A law of the iterated logarithm of partial sums for NA random variables, On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors, The Strong Consistency ofMEstimator in a Linear Model for Negatively Dependent Random Samples

Cites Work

• Negative association of random variables, with applications
• Robust regression: Asymptotics, conjectures and Monte Carlo
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