Strong consistency of M-estimators in negatively associated linear models

zbMATH Open1150.62330MaRDI QIDQ3500537FDOQ3500537

Authors: Lihua Xiao 

Publication date: 3 June 2008

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zbMATH Keywords

negatively associated samples

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Cited In (13)

• Strong consistency of \(M\)-estimation in linear regression model with AANA errors
• The strong consistency of \(M\)-estimates in linear models with extended negatively dependent errors
• Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors
• Strong consistency of \(M\) estimator in linear model for negatively associated samples
• The strong consistency of the estimator of fixed-design regression model under negatively dependent sequences
• The strong consistency of \(M\) estimator in a linear model for negatively dependent random samples
• On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors
• Moment inequalities for \(m\)-negatively associated random variables and their applications
• Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors
• On the strong consistency of M-estimates in generalized linear models with negatively superadditive dependent errors
• Strong consistency rate of estimators in heteroscedastic errors-in-variables model for negative association samples
• Strong consistency of \(M\)-estimates in nonlinear models with NA errors
• Title not available (Why is that?)

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