On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors

DOI10.1111/ANZS.12117zbMATH Open1336.62094OpenAlexW1546626531MaRDI QIDQ2804157FDOQ2804157

Authors: Xinghui Wang, Shuhe Hu 

Publication date: 28 April 2016

Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12117

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zbMATH Keywords

convergenceasymptotic propertyregression parameterdependent errors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited In (10)

• Probability inequalities for sums of NSD random variables and applications
• Strong consistency of \(M\)-estimators in negatively associated linear models
• Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
• M-test in linear models with negatively superadditive dependent errors
• The strong consistency of \(M\) estimator in a linear model for negatively dependent random samples
• Asymptotic properties of M estimators in classical linear models with φ -mixing random errors
• Consistency of estimator for nonparametric regression under negatively superadditive dependent random variables
• Huber-Dutter estimation of linear models with dependent errors
• Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors
• The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors

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