Asymptotic properties of M estimators in classical linear models with φ -mixing random errors

DOI10.1080/00949655.2023.2220157MaRDI QIDQ6181671FDOQ6181671

Publication date: 23 January 2024

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

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zbMATH Keywords

asymptotic normality strong consistency linear model $\varphi$-mixing random variables $M$ estimtors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05)

Cites Work

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The strong consistency of $M$ estimator in a linear model for negatively dependent random samples
Central limit theorem for linear processes
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M-estimation for linear models with spatially-correlated errors
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Large deviations for some dependent sequences
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Asymptotic property of $M$ estimator in classical linear models under dependent random errors
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The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors
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Strong consistency of M-estimates in linear models
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Strong consistency of M-estimates in linear models
On complete convergence for nonstationary $\varphi$-mixing random variables
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Large deviations for sum of UEND andφ-mixing random variables with heavy tails
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