Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors

DOI10.1080/03610926.2019.1584307MaRDI QIDQ5077221zbMATH OpenOpenAlexFDO

Authors Yu Zhang, Xinsheng Liu, Hongchang Hu

Publication date 18 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2019.1584307

zbMATH Keywords

asymptotically almost negatively associatedlinear regression modelM-estimatorweak consistency

Mathematics Subject Classification ID

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

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Cites work

• A note on the strong consistency of M-estimates in linear models
• Advantages of M-estimators of location for fuzzy numbers based on Tukey's biweight loss function
• Extensions of the strong law of large numbers of Marcinkiewicz and Zygmund for dependent variables
• Further study strong consistency of \(M\) estimator in linear model for \(\tilde \rho\)-mixing random samples
• scientific article; zbMATH DE number 431884 (Why is no real title available?)
• M-estimation for functional linear regression
• Marginal integration \(M\)-estimators for additive models
• Moderate deviations for M-estimators in linear models with -mixing errors
• Negative association of random variables, with applications
• On complete convergence of moving average process for AANA sequence
• QML estimators in linear regression models with functional coefficient autoregressive processes
• Robust Estimation of a Location Parameter
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications
• Strong consistency of M estimator in linear model for negatively associated samples
• Strong laws of large numbers for weighted sums of asymptotically almost negatively associated random variables
• The strong consistency of M estimator in a linear model for negatively dependent random samples
• The strong law of large numbers for weighted averages under dependence assumptions

Cited in

(10)

• Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors
• Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors
• Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responses
• 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-estimation in linear regression model with AANA errors
• Weak consistency of M-estimate in linear regression models with weakly dependent errors
• On weak consistency in linear models with equi-correlated random errors
• Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations
• The convergence properties for randomly weighted sums of the arrays of rowwise m -AANA random variables with related statistical application

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