On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors
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Cited in
(13)- Asymptotic properties of M estimators in classical linear models with φ -mixing random errors
- The strong consistency of \(M\)-estimates in linear models with extended negatively dependent errors
- Probability inequalities for sums of NSD random variables and applications
- Consistency of estimator for nonparametric regression under negatively superadditive dependent random variables
- Linear representations of LAD estimators in linear models with NSD errors
- Strong consistency of \(M\)-estimators in negatively associated linear models
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
- On the strong consistency of M-estimates in generalized linear models with negatively superadditive dependent errors
- The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors
- M-test in linear models with negatively superadditive dependent errors
- 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 a linear model for negatively dependent random samples
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