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

DOI10.1111/ANZS.12117MaRDI QIDQ2804157zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

asymptotic propertyconvergencedependent errorsregression parameter

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(15)

• Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
• Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
• M-test in linear models with negatively superadditive dependent errors
• The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors
• The strong consistency of M estimator in a linear model for negatively dependent random samples
• Strong consistency of M-estimators in negatively associated linear models
• On the strong consistency of M-estimates in generalized linear models with negatively superadditive dependent errors
• Least-square estimators in linear regression models under negatively superadditive dependent random observations
• Probability inequalities for sums of NSD random variables and applications
• Linear representations of LAD estimators in linear models with NSD errors
• The strong consistency of M-estimates in linear models with extended negatively dependent errors
• Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors
• 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

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