Almost sure convergence for END sequences and its application to M estimator in linear models

DOI10.7153/JMI-2017-11-73MaRDI QIDQ4598871zbMATH OpenOpenAlexFDO

Authors Xin Deng, Rui Wang, Xiujuan Xie, Shijie Wang, Xuejun Wang

Publication date 15 December 2017

Published in Journal of Mathematical Inequalities (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7153/jmi-2017-11-73

zbMATH Keywords

\(M\) estimatoralmost sure convergenceextended negatively dependent random errorstrong consistency

Mathematics Subject Classification ID

Strong limit theorems (60F15) Asymptotic properties of parametric estimators (62F12)

Recommendations

• The strong consistency of M-estimates in linear models with extended negatively dependent errors
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• Asymptotic property of \(M\) estimator in classical linear models under dependent random errors

Cited in

(3)

• A Convergence Result for a Class of Asymptotically Linear Estimators
• Probability inequalities for sums of NSD random variables and applications
• The strong consistency of M-estimates in linear models with extended negatively dependent errors

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