The strong consistency of M estimator in a linear model for negatively dependent random samples
From MaRDI portal
Publication:3083797
Recommendations
- Strong consistency of \(M\)-estimators in negatively associated linear models
- Strong consistency of M estimator in linear model for negatively associated samples
- The strong consistency of \(M\)-estimates in linear models with extended negatively dependent errors
- On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors
- The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors
Cites work
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
- A strong law of large numbers for arrays of rowwise negatively dependent random variables
- Application of M-Estimators to Cross-Section Effect Models
- Maximal Asymptotic Biases ofM-Estimators of Location with Preliminary Scale Estimates
- Negative association of random variables, with applications
- On Some Conditions for Complete Convergence for Arrays of Rowwise Negatively Dependent Random Variables
- On the almost sure growth rate of sums of lower negatively dependent nonnegative random variables
- On the strong consistency of asymptotic \(M\)-estimators
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Some Concepts of Dependence
- Strong consistency and exponential rate of the ``minimum \(L_ 1\)-norm estimates in linear regression models
- Strong consistency of M estimator in linear model for negatively associated samples
- Symmetrised M-estimators of multivariate scatter
Cited in
(36)- An exponential inequality and its application to \(M\) estimators in multiple linear models
- On the convergence rate for arrays of row-wise NOD random variables
- Exponential probability inequalities for WNOD random variables and their applications
- A complete convergence theorem for weighted sums of arrays of rowwise negatively dependent random variables
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
- Strong consistency of \(M\)-estimators in negatively associated linear models
- The strong consistency of \(M\)-estimates in linear models with extended negatively dependent errors
- Moment Inequalities for $m$-NOD Random Variables and Their Applications
- Strong consistency of M estimator in linear model for negatively associated samples
- On the strong convergence properties for weighted sums of negatively orthant dependent random variables
- Complete moment convergence for arrays of rowwise NSD random variables
- The strong consistency of the estimator of fixed-design regression model under negatively dependent sequences
- On the complete convergence of weighted sums for widely orthant dependent random variables
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models
- Some exponential inequalities for negatively orthant dependent random variables
- Complete moment convergence for negatively dependent sequences of random variables
- M-test in linear models with negatively superadditive dependent errors
- Equivalent conditions of complete moment convergence for extended negatively dependent random variables
- Strong consistency of kernel method for sliced average variance estimation
- Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
- On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors
- A strong limit theorem for weighted sums of sequences of negatively dependent random variables
- Asymptotic properties of M estimators in classical linear models with φ -mixing random errors
- Complete convergence for weighted sums of sequences of negatively dependent random variables
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
- scientific article; zbMATH DE number 7232970 (Why is no real title available?)
- Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors
- Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models
- Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors
- The rate of strong consistency of the nearest neighbor density estimator for negatively dependent random variables
- On the strong consistency of M-estimates in generalized linear models with negatively superadditive dependent errors
- On the rate of convergence in the strong law of large numbers for negatively orthant-dependent random variables
- The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors
- M-estimation for linear models with exchangeable errors
- Strong law of large numbers and complete convergence for non-identically distributed WOD random variables
This page was built for publication: The strong consistency of \(M\) estimator in a linear model for negatively dependent random samples
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3083797)
