Strong consistency of M-estimation in linear regression model with AANA errors

zbMATH Open1363.62072MaRDI QIDQ3179913FDOQ3179913

Hongchang Hu, Yu Zhang

Publication date: 6 January 2017

Recommendations

• Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors
• Strong consistency of \(M\) estimator in linear model for negatively associated samples
• Weak consistency of partial linear regression model with AANA errors
• Strong consistency of \(M\)-estimators in negatively associated linear models
• The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors

zbMATH Keywords

strong consistencylinear regression modelsBernstein-type inequality\(M\)-estimationasymptotically almost negatively associated

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

Cited In (4)

• Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors
• Weak consistency of partial linear regression model with AANA errors
• Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors
• Complete and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables

This page was built for publication: Strong consistency of \(M\)-estimation in linear regression model with AANA errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3179913)